AS 155

swMATH25812MaRDI QIDQ37547FDOQ37547

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Described by source

• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables

Cited In (98)

• Testing a null variance ratio in mixed models with zero degrees of freedom for error
• Hypothesis testing for Markovian models with random time observations
• Testing error heterogeneity in censored linear regression
• Testing hypotheses in mixed linear models
• Mean and variance of the LQG cost function
• Using \(P\)-splines to test the linearity of partially linear models
• The numerical evaluation of the probability density function of a quadratic form in normal variables
• Data-adaptive multi-locus association testing in subjects with arbitrary genealogical relationships
• Nonnested testing for autocorrelation in the linear regression model
• Simple correspondence analysis using adjusted residuals
• Sampling error distribution for the ensemble Kalman filter update step
• Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
• Quantile dispersion graphs for the comparison of designs for a random two-away model.
• Ridge rerandomization: an experimental design strategy in the presence of covariate collinearity
• Testing composite hypothesis based on the density power divergence
• Multiple phenotype association tests using summary statistics in genome-wide association studies
• A point optimal test for autoregressive disturbances
• Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
• Testing the equality of several binomial proportions to a prespecified standard
• Probabilistic multidimensional scaling: An anisotropic model for distance judgments
• Asymptotic expansions for the distribution of quadratic forms in normal variables
• A test for improved multi-step forecasting
• On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
• Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
• On the distribution of the sample autocorrelation coefficients
• Multivariate nonparametric test of independence
• Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
• A new test for fourth-order autoregressive disturbances
• Testing for random effects in analysis of covariance model
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
• Testing for autoregressive against moving average errors in the linear regression model
• A comparison of efficient approximations for a weighted sum of chi-squared random variables
• Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
• On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
• On the linear combination of normal and Laplace random variables
• A multivariate empirical characteristic function test of independence with normal marginals
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
• Normal and logistic random variables: Distribution of the linear combination
• Preliminary-test estimation of the scale parameter in a mis-specified regression model
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
• Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model
• Modeling and testing for joint association using a genetic random field model
• A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies
• The locally unbiased two-sided Durbin-Watson test
• The Fourier-series method for inverting transforms of probability distributions
• The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• Optimal testing for equicorrelated linear regression models
• Probabilistic-statistical programs from ``Applied Statistics
• The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated
• The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
• Some consequences of using the Chow tests in the context of autocorrelated disturbances
• A Wald-type test of quadratic parametric restrictions
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
• Error rates in quadratic discrimination with constraints on the covariance matrices
• A new variance component score test for testing distributed lag functions with applications in time series analysis
• On the asymptotic power of the two-sided Kolmogorov-Smirnov test
• The power of the Durbin-Watson test when the errors are heteroscedastic
• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic
• Set-based tests for genetic association in longitudinal studies
• On the linear combination, product and ratio of normal and Laplace random variables
• A note on smoothing parameter selection for penalized spline smoothing
• Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
• Title not available (Why is that?)
• Large deviations of time-averaged statistics for Gaussian processes
• On the distribution of extended CIR model
• General linear hypothesis testing in functional response model
• An exact invariant variance ratio test.
• Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
• Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
• Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
• Joint analysis of SNP and gene expression data in genetic association studies of complex diseases
• Testing the absence of random effects in the nested-error regression model using orthogonal transformations
• Statistical properties of $b$-adic diaphonies
• Controlling Test Size While Gaining the Benefits of an Internal Pilot Design
• Title not available (Why is that?)
• A test for the linearity of the nonparametric part of a semiparametric logistic regression model
• An optimal test for the additive model with discrete or categorical predictors
• Testing of linearity in a semiparametric regression model
• Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
• Testing the linearity of negative binomial regression models
• On testing variance components in unbalanced mixed linear model.
• A modified harmonic mean test procedure for variance components
• Tests for regression models fitted to survey data
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
• A novel random effect model for GWAS meta-analysis and its application to trans-ethnic meta-analysis
• Testing for autoregressive disturbances in a time series regression with missing observations
• Testing for no effect via splines
• On linear combination of generalized logistic random variables with an application to financial returns
• Assessing trimming methodologies for clustering linear regression data
• Statistical test for fractional Brownian motion based on detrending moving average algorithm
• On optimal testing for the equality of equicorrelation: An example of loss in power
• A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution

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