Computing the distribution of quadratic forms: Further comparisons between the Liu–Tang–Zhang approximation and exact methods

Liu, Tang and Zhang [Liu, H. Tang, Y., Zhang H.H. 2009. A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables. Computational Statistics & Data Analysis 53, 853–856] proposed a chi-square approximation to the distribution of no...

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Veröffentlicht in:	Computational statistics & data analysis 2010-04, Vol.54 (4), p.858-862
Hauptverfasser:	Duchesne, Pierre, Lafaye De Micheaux, Pierre
Format:	Artikel
Sprache:	eng
Schlagworte:	Distribution theory Exact sciences and technology General topics Mathematics Multivariate analysis Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Statistics
Online-Zugang:	Volltext
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