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Sibirskii Matematicheskii Zhurnal, 2006, Volume 47, Number 6, Pages 1401–1413 (Mi smj941)  
This article is cited in 7 scientific papers (total in 7 papers)

On approximations of transformed chi-squared distributions in statistical applications

V. V. Ulyanova, G. Christophb, Ya. Fujikoshic

a M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Otto-von-Guericke-Universität Magdeburg
c Chuo University
Full-text PDF (245 kB) Citations (7)
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Abstract: We obtain some computable error bounds of order $O(n^{-1})$ for the chi-squared approximation of transformed chi-squared random variables with $n$ degrees of freedom. The results are applied to likelihood ratio statistics in the multivariate case.
Keywords: computable error bounds, chi-squared approximation, likelihood ratio statistics, transformation of random variables.
Received: 29.03.2006
English version:
Siberian Mathematical Journal, 2006, Volume 47, Issue 6, Pages 1154–1166
DOI: https://doi.org/10.1007/s11202-006-0121-7
Bibliographic databases:
UDC: 519.224.24
Language: Russian
Citation: V. V. Ulyanov, G. Christoph, Ya. Fujikoshi, “On approximations of transformed chi-squared distributions in statistical applications”, Sibirsk. Mat. Zh., 47:6 (2006), 1401–1413; Siberian Math. J., 47:6 (2006), 1154–1166
Citation in format AMSBIB
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
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    References:47
     
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