Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks

DOI10.3103/S1066530717010021zbMath1421.62062MaRDI QIDQ1678526

Peng Zhang

Publication date: 17 November 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Bessel function; relative error; directional distribution; resultant length; large deviations approximation

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

60G50: Sums of independent random variables; random walks

60F10: Large deviations

62E17: Approximations to statistical distributions (nonasymptotic)