General saddlepoint approximations to distributions under an elliptical population

DOI10.1080/03610929908832323MaRDI QIDQ4240723zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

coefficient of variationtail probabilitiesnormalizing transformationssample covariance matrixlatent rootsample correlation coefficientapproximate cumulant generating function

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Effects of transformations in higher order asymptotic expansions
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• General Saddlepoint Approximations with Applications to L Statistics
• General saddlepoint approximations and normalizing transformations for multivariate statistics
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Normalizing transformations of some statistics in multivariate analysis
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations for the difference of order statistics
• Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics

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