Sibirskii Matematicheskii Zhurnal
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sibirsk. Mat. Zh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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)
References:
PDF
HTML
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
\Bibitem{UlyChrFuj06}
\by V.~V.~Ulyanov, G.~Christoph, Ya.~Fujikoshi
\paper On approximations of transformed chi-squared distributions in statistical applications
\jour Sibirsk. Mat. Zh.
\yr 2006
\vol 47
\issue 6
\pages 1401--1413
\mathnet{http://mi.mathnet.ru/smj941}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2302852}
\zmath{https://zbmath.org/?q=an:1150.62314}
\transl
\jour Siberian Math. J.
\yr 2006
\vol 47
\issue 6
\pages 1154--1166
\crossref{https://doi.org/10.1007/s11202-006-0121-7}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000243454700014}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33845491466}
Linking options:
  • https://www.mathnet.ru/eng/smj941
  • https://www.mathnet.ru/eng/smj/v47/i6/p1401
    • 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
    Statistics & downloads:
    Abstract page:406
    Full-text PDF :143
    References:46
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024