Saddlepoint approximations for the generalized variance and Wilks' statistic

DOI10.1093/BIOMET/79.1.157MaRDI QIDQ4020604zbMATH OpenOpenAlexFDO

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

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)

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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

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