Approximations to Joint Distributions of Definite Quadratic Forms
研究了多维Wilson-Hilferty变换对联合高斯变量中二次型联合分布的高斯近似，给出了中心和非中心联合分布的参数，数值验证了在参数范围内尤其是上尾部的有效性。
Abstract Multidimensional Wilson-Hilferty transformations support Gaussian approximations to certain joint distributions of quadratic forms in jointly Gaussian variates. Central and noncentral joint distributions are studied and applications are noted. Parameters of the approximating distributions are given up to terms of order o(v −2) in the degrees of freedom v. Numerical studies validate using these approximations over a range of parameters for an essential subclass of the distributions studied, especially in upper tails.