General saddlepoint approximations to distributions under an elliptical population
DOI10.1080/03610929908832323zbMATH Open0919.62011OpenAlexW2008630157MaRDI QIDQ4240723FDOQ4240723
Authors: Takahiro Tsuchiya, Sadanori Konishi
Publication date: 29 June 1999
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832323
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Cites Work
- General Saddlepoint Approximations with Applications to L Statistics
- Saddle point approximation for the distribution of the sum of independent random variables
- Effects of transformations in higher order asymptotic expansions
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
- Asymptotic expansions for the distributions of the sample roots under nonnormality
- Normalizing transformations of some statistics in multivariate analysis
- Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
- Saddlepoint approximations for the difference of order statistics
- Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
- Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics
- General saddlepoint approximations and normalizing transformations for multivariate statistics
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