Evaluating the density of ratios of noncentral quadratic forms in normal variables
DOI10.1016/J.CSDA.2008.10.035zbMATH Open1452.62037OpenAlexW1972360240MaRDI QIDQ961269FDOQ961269
Authors: Marc S. Paolella, Simon A. Broda 
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.2008.10.035
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Cites Work
- Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
- Computing the distribution of quadratic forms in normal variables
- Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
- Uniform saddlepoint approximations for ratios of quadratic forms
- Title not available (Why is that?)
- Distribution of Quadratic Forms and Some Applications
- Extension of a Theorem by Harald Cramer on the Frequency Distribution of the Quotient of Two Variables
- Computing moments of ratios of quadratic forms in normal variables
- The numerical evaluation of the probability density function of a quadratic form in normal variables
- Bias-adjusted estimation in the ARX(1) model
- Title not available (Why is that?)
Cited In (3)
Uses Software
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