Computing the distribution of quadratic forms in normal variables

From MaRDI portal
Publication:5509419


DOI10.1093/biomet/48.3-4.419zbMath0136.41103MaRDI QIDQ5509419

J. P. Imhof

Publication date: 1961

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:101766



Related Items

Use of an empirical probability generating function for testing a Poisson model, Some nonparametric methods for changepoint problems, Cramér‐von Mises statistics for discrete distributions, Unnamed Item, Cramér‐von Mises tests of fit for the Poisson distribution, The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables, Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier, How Important Is the Effect of Rounding in Goodness-of-Fit, IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES, Depth estimators and tests based on the likelihood principle with application to regression, Optimization of the size of nonsensitivness regions., Limiting power of unit-root tests in time-series regression, Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors, The power of the Durbin-Watson test when the errors are heteroscedastic, Divergence-based estimation and testing with misclassified data, On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods, Distribution of a sum of weighted noncentral chi-square variables, Linear versus quadratic estimators in linearized models., A test for elliptical symmetry, The distribution function of a linear combination of chi-squares, Some robust exact results on sample autocorrelations and tests of randomness, Probabilistic multidimensional scaling: An anisotropic model for distance judgments, Asymptotic expansions for the distribution of quadratic forms in normal variables, The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators, A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables, Edgeworth approximations in first-order stochastic difference equations with exogenous variables, Applications of the asymmetric eigenvalue problem techniques to robust testing, Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests, Monte Carlo results on several new and existing tests for the error component model, Invariant tests for uniformity on the vertices of regular polygon, The power of four tests of autocorrelation in the linear regression model, Testing for functional misspecification in regression analysis, Fourth-order autocorrelation: Further significance points for the Wallis test, Testing for multiplicative heteroskedasticity, Nonnested testing for autocorrelation in the linear regression model, A procedure for assessing vector correlations, On Burbea-Rao divergence based goodness-of-fit tests for multinomial models, Testing parameter constancy in linear models against stochastic stationary parameters, Testing for autocorrelation in the presence of lagged dependent variables, Local asymptotic distribution related to the AR(1) model with dependent errors, On the limiting distribution of and critical values for an origin- invariant bivariate Cramér - von Mises-type statistic, On nonparametric tests for symmetry in \(R^ m\), Error rates in quadratic discrimination with constraints on the covariance matrices, A simple test for stable seasonality, Nonparametric model checks for regression, Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model, Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors., Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions., A note on the nonparametric least-squares test for checking a polynomial relationship, Bias correction of OLSE in the regression model with lagged dependent variables., The distribution of Hermitian quadratic forms in elliptically contoured random vectors, Probabilistic multidimensional scaling using a city-block metric, Performance evaluation of demodulation with diversity -- a combinatorial approach. II: Bijective methods, On testing variance components in unbalanced mixed linear model., The sensitivity of OLS when the variance matrix is (partially) unknown, The exact distribution of indefinite quadratic forms in noncentral normal vectors, A comparison of the power of some tests for heteroskedasticity in the general linear model, Tests for the response distribution in a Poisson regression model, Tests for the order of integration against higher order integration, A note on smoothing parameter selection for penalized spline smoothing, Detecting a change in the intercept in multiple regression, A general model for preferential and triadic choice in terms of central \(F\) distribution functions, Supporting complex group decisions: A probabilistic multi-dimensional scaling approach, The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors, Optimal testing for equicorrelated linear regression models, Structural change and unit roots, Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution, Applying estimated score tests in econometrics, The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model, Estimation of the confidence limits for the quadratic forms in normal variables using a simple Gaussian distribution approximation, Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression, Smoothing spline based tests for nonlinearity in a partially linear model, A multivariate empirical characteristic function test of independence with normal marginals, Identification of non-varying coefficients in varying-coefficient models, Local efficiency of a Cramér\,-\,von Mises test of independence, On the method for numerical integration of Clenshaw and Curtis, Unnamed Item, Unnamed Item, Goodness-of-fit tests for the hyperbolic distribution, A new goodness of fit test for the equality of multinomial cell probabilities versus trend alternatives, Numerical integration rules for multivariate inversions, Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models, STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER, Generalized confidence intervals on the variance component in mixed linear models with two variance components, On the asymptotic distributions of high-order spacings statistics, The distribution of the ratio of independent central wishart determinants, How Large is the Probability for the Estimate of a Variance Component to be Negative?, The Asymptotic Distribution Of The Goodness-Of-Fit Chi-Square Statistic Computed From Imputed Data, Gaussian approximation to a bivariate quadratic form distribution, A test for bivariate symmetry based on the empirical distribution function, Model validation using mismatched filters, Performance of traditional f tests in repeated measures designs under covariance heterogeneity, Testing the equality of the variances of two linear models, A mixture approximation to the distribution of a weighted sum of chi-squared variables, On the identification of ARMA echelon-form models, Goodness of fit for the inverse Gaussian distribution, The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions, Estimation in a first order autoregressive scheme with non—normal stable disturbances, Testing the equality of correlation matrices, Testing for the Lack of a Linear Relationship, Testing fit for the grouped exponential distribution, THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR, A new approach to goodness-of-fit testing based on the integrated empirical process*, On the distribution of linear combinations of the components of a Dirichlet random vector, A test for multivariate structure, TEST OF FIT FOR THE INVERSE GAUSSIAN AND GAMMA DISTRIBUTIONS UNDER CENSORING, Ratio tests of a unit root, Unnamed Item, A Simple Test of Association for Contingency Tables with Multiple Column Responses, The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables, Box-Cox transformations in linear models: Large sample theory and tests of normality, Testing for ar(1) against ima(1,1) disturbances in the linear regression model, Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors, The Probability of a Negative Linear Combination of Independent Mean Squares, On Testing for Equicorrelation in Random Coefficient Models, A Measure to Evaluate the Closeness of Satterthwaite's Approximation, Testing Hypotheses for Variance Components in Mixed Linear Models, On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables, Confidence intervals for autoregressive coefficients near one, Statistical inferences for varying-coefficient models based on locally weighted regression technique, Statistical inference concerning several redundancy indices, A nonparametric test of serial independence for time series and residuals