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

Computational Statistics and Data Analysis

Volumn 54, Issue 4, 2010, Pages 858-862

  Duchesne, Pierre ^a   Lafaye De Micheaux, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

CHI-SQUARE DISTRIBUTION; COMPUTATIONAL STATISTICS; CUMULANTS; DATA ANALYSIS; DEGREES OF FREEDOM; EMPIRICAL EVIDENCE; EXACT METHODS; NUMERICAL EXAMPLE; QUADRATIC FORM;

METHOD OF MOMENTS; NUMBER THEORY; NUMERICAL METHODS;

NORMAL DISTRIBUTION;

EID: 73149087027     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.11.025     Document Type: Article

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