Saddlepoint approximations for the generalized variance and Wilks' statistic

DOI10.1093/BIOMET/79.1.157zbMATH Open0754.62036OpenAlexW1982547531MaRDI QIDQ4020604FDOQ4020604

Authors: R. W. Butler, Snehalata Huzurbazar, James G. Booth 

Publication date: 17 January 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/79.1.157

Recommendations

• Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test
• Saddlepoint approximation to the distribution of general statistics
• General saddlepoint approximations and normalizing transformations for multivariate statistics
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• Multivariate saddlepoint tail probability approximations

zbMATH Keywords

regression modelssaddlepoint approximationconditional distributionsgeneralized variancegamma regressioncanonical sufficient statisticsgamma errorsvarying degrees of freedomWilks' likelihood ratio statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (12)

• Multivariate saddlepoint tail probability approximations
• Distribution approximation and modelling via orthogonal polynomial sequences
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Comparing robust generalized variances and comments on efficiency
• Tilted Edgeworth expansions for asymptotically normal vectors
• Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
• On the exact and near-exact distributions of the product of generalized gamma random variables and the generalized variance
• Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test
• Asymptotics and the theory of inference
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Saddlepoint approximations for the Bartlett-Nanda-Pillai trace statistic in multivariate analysis

This page was built for publication: Saddlepoint approximations for the generalized variance and Wilks' statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4020604)