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Distribution of a sum of weighted noncentral chi-square variables


Author Info

  • Antonia Castaño-Martínez


  • Fernando López-Blázquez


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Bibliographic Info

Article provided by Springer in its journal TEST.

Volume (Year): 14 (2005)
Issue (Month): 2 (December)
Pages: 397-415

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Handle: RePEc:spr:testjl:v:14:y:2005:i:2:p:397-415

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Related research

Keywords: Laguerre expansion; chi-square distribution; truncation error; inverse Laplace transform; 62E15; 62E17;

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Cited by:
  1. Marco Marozzi, 2014. "The multisample Cucconi test," Statistical Methods and Applications, Springer, vol. 23(2), pages 209-227, June.
  2. Katayama, Shota & Kano, Yutaka & Srivastava, Muni S., 2013. "Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 410-421.
  3. Veillette, Mark S. & Taqqu, Murad S., 2012. "Berry–Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables," Stochastic Processes and their Applications, Elsevier, vol. 122(3), pages 885-909.


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