Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modeling and Simulation,Statistics and Probability,Analysis
Reference8 articles.
1. Anderson, T.W.: An Introduction to Multivariate Statistical Analysis. Wiley, New York (1958)
2. Duchesne, P., Micheaux, P.: Computing the distribution of quadratic forms: further comparisons between the Liu–Tang–Zhang approximation and exact methods. Comput. Stat. Data Anal. 54, 858–862 (2010)
3. Imhof, J.P.: Computing the distribution of quadratic forms in normal variables. Biometrika 48, 419–426 (1961)
4. Mathai, A.M., Provost, S.B.: Quadratic Forms in Random Variables. Dekker, New York (1992)
5. Micheaux, P.: Package ‘ompQuadForm’ (2017).
https://cran.r-project.org/web/packages/CompQuadForm/index.html
. R package version 1.4.3
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