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The Distribution of a Linear Combination of χ2 Random Variables

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Cited by:

  1. 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.
  2. Duchesne, Pierre & Lafaye De Micheaux, Pierre, 2010. "Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 858-862, April.
  3. 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.
  4. 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.
  5. 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.
  6. Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024. "Value‐at‐Risk under Measurement Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(3), pages 690-713, June.
  7. Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 117855, University Library of Munich, Germany, revised Jul 2023.
  8. 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.
  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. Seri, Raffaello, 2022. "Computing the asymptotic distribution of second-order U- and V-statistics," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
  11. Hong Zhang & Zheyang Wu, 2023. "The generalized Fisher's combination and accurate p‐value calculation under dependence," Biometrics, The International Biometric Society, vol. 79(2), pages 1159-1172, June.
  12. El-Bassiouni, M. Y. & Charif, H. A., 2004. "Testing a null variance ratio in mixed models with zero degrees of freedom for error," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 707-719, July.
  13. Lu, Zeng-Hua & King, Maxwell L., 2004. "A Wald-type test of quadratic parametric restrictions," Economics Letters, Elsevier, vol. 83(3), pages 359-364, June.
  14. 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.
  15. David Preinerstorfer, 2018. "How to avoid the zero-power trap in testing for correlation," Papers 1812.10752, arXiv.org.
  16. David E. Giles, 2012. "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers 1201, Department of Economics, University of Victoria.
  17. 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.
  18. Zheng-Zheng Tang & Guanhua Chen, 2021. "Robust and Powerful Differential Composition Tests for Clustered Microbiome Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(2), pages 200-216, July.
  19. Andre Khuri, 2002. "Graphical evaluation of the adequacy of the method of unweighted means," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(8), pages 1107-1119.
  20. 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.
  21. Chen, Yin-Hsiu & Mukherjee, Bhramar, 2017. "A new variance component score test for testing distributed lag functions with applications in time series analysis," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 122-127.
  22. 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.
  23. 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.
  24. R. Golden, 2003. "Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models," Psychometrika, Springer;The Psychometric Society, vol. 68(2), pages 229-249, June.
  25. Shively, Philip A., 2002. "An exact invariant variance ratio test," Economics Letters, Elsevier, vol. 75(3), pages 347-353, May.
  26. Dufour, Jean-Marie, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics we086027, Universidad Carlos III de Madrid. Departamento de Economía.
  27. Saralees Nadarajah, 2006. "On the linear combination of normal and Laplace random variables," Computational Statistics, Springer, vol. 21(1), pages 63-71, March.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. Kulkarni, Pandurang M. & Shah, Arvind K., 1995. "Testing the equality of several binomial proportions to a prespecified standard," Statistics & Probability Letters, Elsevier, vol. 25(3), pages 213-219, November.
  33. 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.
  34. Francesca Torti & Domenico Perrotta & Marco Riani & Andrea Cerioli, 2019. "Assessing trimming methodologies for clustering linear regression data," 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. 13(1), pages 227-257, March.
  35. 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.
  36. Saralees Nadarajah & Samuel Kotz, 2007. "On the Linear Combination of Laplace and Logistic Random Variables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-194.
  37. Abhijit Mandal, 2020. "An optimal test for the additive model with discrete or categorical predictors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1397-1417, December.
  38. Chin-Shang Li, 2012. "Testing for no effect via splines," Computational Statistics, Springer, vol. 27(2), pages 343-357, June.
  39. Kan, Raymond & Wang, Xiaolu, 2010. "On the distribution of the sample autocorrelation coefficients," Journal of Econometrics, Elsevier, vol. 154(2), pages 101-121, February.
  40. Shively, Philip A., 2000. "Stationary time-varying risk premia in forward foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 19(2), pages 273-288, April.
  41. Taamouti, Abderrahim, 2009. "Analytical Value-at-Risk and Expected Shortfall under regime-switching," Finance Research Letters, Elsevier, vol. 6(3), pages 138-151, September.
  42. 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.
  43. Peng, Qidi & Schellhorn, Henry, 2018. "On the distribution of extended CIR model," Statistics & Probability Letters, Elsevier, vol. 142(C), pages 23-29.
  44. 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.
  45. 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.
  46. Remo Monti & Pia Rautenstrauch & Mahsa Ghanbari & Alva Rani James & Matthias Kirchler & Uwe Ohler & Stefan Konigorski & Christoph Lippert, 2022. "Identifying interpretable gene-biomarker associations with functionally informed kernel-based tests in 190,000 exomes," Nature Communications, Nature, vol. 13(1), pages 1-16, December.
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