IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v21y2006i1p63-71.html
   My bibliography  Save this article

On the linear combination of normal and Laplace random variables

Author

Listed:
  • Saralees Nadarajah

Abstract

No abstract is available for this item.

Suggested Citation

  • Saralees Nadarajah, 2006. "On the linear combination of normal and Laplace random variables," Computational Statistics, Springer, vol. 21(1), pages 63-71, March.
    • Handle: RePEc:spr:compst:v:21:y:2006:i:1:p:63-71
    DOI: 10.1007/s00180-006-0251-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-006-0251-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00180-006-0251-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Robert B. Davies, 1980. "The Distribution of a Linear Combination of χ2 Random Variables," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 323-333, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Griffin, Maryclare & Hoff, Peter D., 2019. "Lasso ANOVA decompositions for matrix and tensor data," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 181-194.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
    2. Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 107420, University Library of Munich, Germany.
    3. Chin-Shang Li, 2016. "A test for the linearity of the nonparametric part of a semiparametric logistic regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(3), pages 461-475, March.
    4. Taamouti, Abderrahim, 2009. "Analytical Value-at-Risk and Expected Shortfall under regime-switching," Finance Research Letters, Elsevier, vol. 6(3), pages 138-151, September.
    5. Nicolas Städler & Sach Mukherjee, 2017. "Two-sample testing in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 225-246, January.
    6. Mahmood Kharrati-Kopaei, 2021. "On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions," Computational Statistics, Springer, vol. 36(2), pages 1123-1138, June.
    7. Elodie Persyn & Richard Redon & Lise Bellanger & Christian Dina, 2018. "The impact of a fine-scale population stratification on rare variant association test results," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-17, December.
    8. A. Basu & A. Mandal & N. Martin & L. Pardo, 2018. "Testing Composite Hypothesis Based on the Density Power Divergence," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 222-262, November.
    9. Tamar Sofer & Elizabeth D. Schifano & David C. Christiani & Xihong Lin, 2017. "Weighted pseudolikelihood for SNP set analysis with multiple secondary outcomes in case‐control genetic association studies," Biometrics, The International Biometric Society, vol. 73(4), pages 1210-1220, December.
    10. Lu, Zeng-Hua, 2006. "The numerical evaluation of the probability density function of a quadratic form in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1986-1996, December.
    11. David E. A. Giles, 2006. "The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data," Econometrics Working Papers 0607, Department of Economics, University of Victoria.
    12. Liu, Huan & Tang, Yongqiang & Zhang, Hao Helen, 2009. "A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 853-856, February.
    13. Yunxuan Jiang & Karen N. Conneely & Michael P. Epstein, 2018. "Robust Rare-Variant Association Tests for Quantitative Traits in General Pedigrees," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 10(3), pages 491-505, December.
    14. Andrea Cerasa, 2016. "Combining homogeneous groups of preclassified observations with application to international trade," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(3), pages 229-259, August.
    15. Juneyoung Lee & Andre Khuri, 1999. "Graphical technique for comparing designs for random models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 933-947.
    16. Zeng-Hua Lu & Maxwell King, 2002. "Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 149-165.
    17. Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G., 2018. "Large deviations of time-averaged statistics for Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 47-55.
    18. Emily Kistner & Keith Muller, 2004. "Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance," Psychometrika, Springer;The Psychometric Society, vol. 69(3), pages 459-474, September.
    19. Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551.
    20. Aman Ullah & Yong Bao & Yun Wang, 2014. "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers 201413, University of California at Riverside, Department of Economics.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:21:y:2006:i:1:p:63-71. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.