General saddlepoint approximations and normalizing transformations for multivariate statistics

DOI10.1080/03610929708832065MaRDI QIDQ4269978zbMATH OpenOpenAlexFDO

Authors Takahiro Tsuchiya, Sadanori Konishi

Publication date 10 November 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929708832065

zbMATH Keywords

\(z\)-transformationapproximate cumulant generating functionFisher's \(z\)-transformationsample canonical correlationstail probabilities

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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Cited in

(4)

• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
• Saddlepoint approximations for the generalized variance and Wilks' statistic
• General saddlepoint approximations to distributions under an elliptical population

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