A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables

DOI10.1016/j.csda.2008.11.025zbMath1364.62041OpenAlexW2055705596MaRDI QIDQ961203

Huan Liu, Yongqiang Tang, Hao Helen Zhang

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.025

zbMATH Keywords

cumulants chi-square approximation non-negative definite quadratic forms

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

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