Pages that link to "Item:Q4139389"
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The following pages link to Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables (Q4139389):
Displaying 14 items.
- A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
- On Cramér-von Mises type test based on local time of switching diffusion process (Q622427) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
- A quadraticity limit theorem useful in linear models (Q1112492) (← links)
- A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables (Q1133844) (← links)
- Limit theorems for polylinear forms (Q1136172) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- A Karhunen-Loève expansion for a mean-centered Brownian bridge (Q2643027) (← links)
- O-statistics and their applications (Q3783375) (← links)
- Subsampling quantile estimators and uniformity criteria (Q3978729) (← links)
- Asymptotic expansions for bivariate von Mises functionals (Q4191342) (← links)
- Testing change-points with linear trend (Q4844142) (← links)
- Weighted Multivariate Tests of Independence (Q5438312) (← links)
