ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF QUADRATIC-FORMS IN NORMAL VARIABLES

被引：14

作者：

KONISHI, S

NIKI, N

GUPTA, AK

机构：

[1] INST STAT MATH, MINATO KU, TOKYO 106, JAPAN

[2] BOWLING GREEN STATE UNIV, DEPT MATH & STAT, BOWLING GREEN, OH 43403 USA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1988年 / 40卷 / 02期

关键词：

D O I：

10.1007/BF00052345

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：279 / 296

页数：18

共 50 条

[1] SERIES EXPANSIONS FOR QUADRATIC-FORMS IN NORMAL VARIABLES
GIDEON, RA
GURLAND, J
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (353) : 227 - 232
[2] SADDLEPOINT APPROXIMATION FOR THE DISTRIBUTION OF A RATIO OF QUADRATIC-FORMS IN NORMAL VARIABLES
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[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (427) : 924 - 928
[3] ASYMPTOTIC-EXPANSION FOR UN-BALANCED QUADRATIC-FORMS IN NORMAL VARIABLES
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[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 389 - 392
[4] DISTRIBUTION OF THE RATIO OF QUADRATIC-FORMS IN NORMAL VARIABLES - NUMERICAL-METHODS
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[J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1984, 5 (02): : 476 - 488
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[J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1986, 7 (02): : 689 - 695
[8] DISTRIBUTION OF QUADRATIC-FORMS IN NON-NORMAL VARIABLES AND AN APPLICATION TO VARIANCE RATIO
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[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (02): : 217 - 221
[9] ON NONCENTRAL GENERALIZED LAPLACIANNESS OF QUADRATIC-FORMS IN NORMAL VARIABLES
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[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1993, 45 (02) : 239 - 246
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