General saddlepoint approximations to distributions under an elliptical population (Q4240723)

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scientific article; zbMATH DE number 1281483
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    General saddlepoint approximations to distributions under an elliptical population
    scientific article; zbMATH DE number 1281483

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      General saddlepoint approximations to distributions under an elliptical population (English)
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      29 June 1999
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      approximate cumulant generating function
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      tail probabilities
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      latent root
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      sample covariance matrix
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      sample correlation coefficient
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      coefficient of variation
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      normalizing transformations
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