Tail probabilities of noncentral quadratic forms
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Cited in
(10)- Relative efficiencies of goodness of fit procedures for assessing univariate normality
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
- New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains
- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
- Extreme-strike asymptotics for general Gaussian stochastic volatility models
- Relative efficiencies of goodness-of-fit procedures with truncated data
- A modification of watson's statistic for goodness-of-fit
- Linear estimators for Gaussian random variables in Hilbert spaces
- A goodness-of-fit test for the geometric maximum compound logistic distribution model
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