Distribution of a sum of weighted noncentral chi-square variables
From MaRDI portal
Publication:820206
Recommendations
- Distribution of a Sum of Weighted Central Chi-Square Variables
- Expressions for the distribution and percentiles of the sums and products of chi-squares
- scientific article; zbMATH DE number 4020435
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
- The distribution function of a linear combination of chi-squares
Cites work
- A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
- A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
- Approximating the general non-normal variance-ratio sampling distributions
- Computing the distribution of quadratic forms in normal variables
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Distribution of Definite and of Indefinite Quadratic Forms
- Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- scientific article; zbMATH DE number 3224154 (Why is no real title available?)
- scientific article; zbMATH DE number 3032666 (Why is no real title available?)
- scientific article; zbMATH DE number 3051453 (Why is no real title available?)
- Natural exponential families with quadratic variance functions
- Natural exponential families with quadratic variance functions: Statistical theory
- Note on an Approximation to the Distribution of Non-Central χ 2
- On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality
- On the Computation of Non-Central Chi-Square Distribution Function
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Semiparametric estimation of count regression models
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Some Alternative Expansions for the Distribution Function of a Noncentral Chi-Square Random Variable
Cited in
(18)- Statistics of point vortex turbulence in non-neutral flows and in flows with translational and rotational symmetries
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case
- The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation
- Expressions for the distribution and percentiles of the sums and products of chi-squares
- scientific article; zbMATH DE number 6612012 (Why is no real title available?)
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
- Properties and numerical evaluation of the Rosenblatt distribution
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- Distribution of a Sum of Weighted Central Chi-Square Variables
- On the Distribution of Linear Combinations of Chi-Square Random Variables
- The multisample Cucconi test
- Optimization of Two‐Stage Genetic Designs Where Data Are Combined Using an Accurate and Efficient Approximation for Pearson's Statistic
- On infinite covariance expansions
- Cognitive OFDM system detection using pilot tones second and third-order cyclostationarity
- Analytically pricing volatility options and capped/floored volatility swaps with nonlinear payoffs in discrete observation case under the Merton jump-diffusion model driven by a nonhomogeneous Poisson process
- Multisample version of the modified Anderson-Darling statistic
- A goodness-of-fit test for the geometric maximum compound logistic distribution model
- Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
This page was built for publication: Distribution of a sum of weighted noncentral chi-square variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q820206)
