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Extremal probabilities for Gaussian quadratic forms
Home
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Extremal probabilities for Gaussian quadratic forms
Extremal probabilities for Gaussian quadratic forms
Authors:
Gábor J. Székely
Gábor J. Székely
Nail K. Bakirov
Nail K. Bakirov
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1 June 2003
journal article
Published by
Springer Nature
in
Probability Theory and Related Fields
Vol. 126
(2)
,
184-202
DOI:
10.1007/s00440-003-0262-6
Abstract
No abstract available
Keywords
GAUSSIAN PROCESS
SIGNAL DETECTION
STOCHASTIC ORDER
DEGREE OF FREEDOM
GAUSSIAN RANDOM VARIABLE
QUADRATIC FORM
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