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

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Cited by:

  1. Li, Muyi & Zhang, Yanfen, 2022. "Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors," Computational Statistics & Data Analysis, Elsevier, vol. 165(C).
  2. David Lamparter & Daniel Marbach & Rico Rueedi & Zoltán Kutalik & Sven Bergmann, 2016. "Fast and Rigorous Computation of Gene and Pathway Scores from SNP-Based Summary Statistics," PLOS Computational Biology, Public Library of Science, vol. 12(1), pages 1-20, January.
  3. Christian H. Weiß, 2018. "Goodness-of-fit testing of a count time series’ marginal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 619-651, August.
  4. Ghiglietti, Andrea & Paganoni, Anna Maria, 2017. "Exact tests for the means of Gaussian stochastic processes," Statistics & Probability Letters, Elsevier, vol. 131(C), pages 102-107.
  5. Roberto Colombi & Sabrina Giordano, 2019. "Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1175-1202, December.
  6. Ryo Miyazaki & Hidetoshi Murakami, 2020. "The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation," Statistical Papers, Springer, vol. 61(5), pages 1893-1909, October.
  7. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Jodrá, P. & Barranco-Chamorro, I., 2017. "Fast tests for the two-sample problem based on the empirical characteristic function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 137(C), pages 390-410.
  8. Colombi, Roberto, 2020. "Selection tests for possibly misspecified hierarchical multinomial marginal models," Econometrics and Statistics, Elsevier, vol. 16(C), pages 136-147.
  9. Weichen Wu & Nynke Niezink & Brian Junker, 2022. "A diagnostic framework for the Bradley–Terry model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 461-484, December.
  10. Seri, Raffaello, 2022. "Computing the asymptotic distribution of second-order U- and V-statistics," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
  11. Peng, Qidi & Schellhorn, Henry, 2018. "On the distribution of extended CIR model," Statistics & Probability Letters, Elsevier, vol. 142(C), pages 23-29.
  12. C. Tort`u & I. Crimaldi & F. Mealli & L. Forastiere, 2020. "Modelling Network Interference with Multi-valued Treatments: the Causal Effect of Immigration Policy on Crime Rates," Papers 2003.10525, arXiv.org, revised Jun 2020.
  13. Salcedo, Gladys E. & Porto, Rogério F. & Morettin, Pedro A., 2012. "Comparing non-stationary and irregularly spaced time series," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3921-3934.
  14. Pierre Duchesne & Pierre Lafaye de Micheaux, 2013. "Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 496-507, July.
  15. Anton Rask Lundborg & Rajen D. Shah & Jonas Peters, 2022. "Conditional independence testing in Hilbert spaces with applications to functional data analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1821-1850, November.
  16. Sofer Tamar, 2017. "Confidence intervals for heritability via Haseman-Elston regression," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 16(4), pages 259-273, September.
  17. Fan, Yanan & de Micheaux, Pierre Lafaye & Penev, Spiridon & Salopek, Donna, 2017. "Multivariate nonparametric test of independence," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 189-210.
  18. G. I. Rivas-Martínez & M. D. Jiménez-Gamero & J. L. Moreno-Rebollo, 2019. "A two-sample test for the error distribution in nonparametric regression based on the characteristic function," Statistical Papers, Springer, vol. 60(4), pages 1369-1395, August.
  19. Leão, Dorival & Ohashi, Alberto, 2012. "On the Discrete Cramér-von Mises Statistics under Random Censorship," Insper Working Papers wpe_275, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  20. Marco Riani & Andrea Cerioli & Domenico Perrotta & Francesca Torti, 2015. "Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 461-481, December.
  21. Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 117855, University Library of Munich, Germany, revised Jul 2023.
  22. Manuel Cabral Morais & Wolfgang Schmid & Patrícia Ferreira Ramos & Taras Lazariv & António Pacheco & Ivan Semeniuk, 2019. "Correction to: Comparison of joint control schemes for multivariate normal i.i.d. output," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(2), pages 289-303, June.
  23. Rasmus Erlemann & Richard Lockhart & Rihan Yao, 2022. "Cramér‐von Mises tests for change points," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 802-830, June.
  24. Chen, Tong & Lumley, Thomas, 2019. "Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 75-81.
  25. Daniel B. McArtor & Gitta H. Lubke & C. S. Bergeman, 2017. "Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 1052-1077, December.
  26. Sanae Rujivan & Athinan Sutchada & Kittisak Chumpong & Napat Rujeerapaiboon, 2023. "Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimens," Mathematics, MDPI, vol. 11(5), pages 1-29, March.
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