A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables
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Publication:5083380
DOI10.1080/10618600.2021.2000423OpenAlexW3212890763MaRDI QIDQ5083380FDOQ5083380
Authors: Hong Zhang, Judong Shen, Zheyang Wu 
Publication date: 22 June 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.00905
kurtosisgamma distributionchi-squareGaussian quadratic formsmoment-matching methodmixture of type I error
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