Algorithm AS 256: The distribution of a quadratic form in normal variables. This paper describes an ISO Pascal algorithm.
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References in zbMATH (referenced in 11 articles , 1 standard article )
Showing results 1 to 11 of 11.
- Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique: Underidentification? (2012)
- Duchesne, Pierre; de Micheaux, Pierre Lafaye: Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (2010)
- Sentana, Enrique: The econometrics of mean-variance efficiency tests: a survey (2009)
- Corduas, Marcella; Piccolo, Domenico: Time series clustering and classification by the autoregressive metric (2008)
- Paolella, Marc S.: Computing moments of ratios of quadratic forms in normal variables (2003)
- Leeb, Hannes: Asymptotic properties of the spectral test, diaphony, and related quantities (2002)
- Ansley, Craig F.; Kohn, Robert; Shively, Thomas S.: Computing $p$-values for the generalized Durbin-Watson and other invariant test statistics (1992)
- Farebrother, Richard William: Computing the distribution of a quadratic form in normal variables: a survey of recent developments (1992)
- Grose, Simone D.; King, Maxwell L.: The locally unbiased two-sided Durbin-Watson test (1991)
- Farebrother, R.W.: The distribution of a quadratic form in normal variables (1990)
- Farebrother, R.W.: Eigenvalue-free methods for computing the distribution of a quadratic form in normal variables (1985)