Distribution of a sum of weighted noncentral chi-square variables
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DOI: 10.1007/BF02595410
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Cited by:
- 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.
- Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2019.
"Affine multiple yield curve models,"
Mathematical Finance, Wiley Blackwell, vol. 29(2), pages 568-611, April.
- Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2016. "Affine multiple yield curve models," Papers 1603.00527, arXiv.org, revised Feb 2017.
- Marco Marozzi, 2014. "The multisample Cucconi test," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 209-227, June.
- 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.
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Keywords
Laguerre expansion; chi-square distribution; truncation error; inverse Laplace transform; 62E15; 62E17;All these keywords.
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Statistics
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