Richter, W. -D.; Schumacher, J. - In: Journal of Multivariate Analysis 75 (2000) 2, pp. 184-218
Asymptotic expansions for large deviation probabilities are used to approximate the cumulative distribution functions of noncentral generalized chi-square distributions, preferably in the far tails. The basic idea of how to deal with the tail probabilities consists in first rewriting these...