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An efficient and accurate approximation to the distribution of quadratic
  forms of Gaussian variables
v1v2 (latest)

An efficient and accurate approximation to the distribution of quadratic forms of Gaussian variables

Journal of Computational And Graphical Statistics (JCGS), 2020
2 May 2020
Hong Zhang
Judong Shen
Zheyang Wu
ArXiv (abs)PDFHTML

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