Saddlepoint approximation to the distribution function of quadratic forms based on multivariate skew-normal distribution
نویسندگان
چکیده
منابع مشابه
The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms
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متن کاملTitle Distribution Function of Quadratic Forms in Normal Variables
June 22, 2010 Type Package Title Distribution function of quadratic forms in normal variables Version 1.0 Date 2010-06-20 Author P. Lafaye de Micheaux Maintainer P. Lafaye de Micheaux Description Computes the distribution function of quadratic forms in normal variables using Imhof’s method, Davies’s algorithm, Farebrother’s algorithm or Liu et al.’s algorithm. License ...
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ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2016
ISSN: 1225-066X
DOI: 10.5351/kjas.2016.29.4.571