Improving the numerical technique for computing the accumulated distribution of a quadratic form in normal variables
Year of publication: |
2002
|
---|---|
Authors: | Lu, Zeng-Hua ; King, Maxwell L. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 2, p. 149-165
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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