General saddlepoint approximations to distributions under an elliptical population (Q4240723)
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scientific article; zbMATH DE number 1281483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General saddlepoint approximations to distributions under an elliptical population |
scientific article; zbMATH DE number 1281483 |
Statements
General saddlepoint approximations to distributions under an elliptical population (English)
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29 June 1999
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approximate cumulant generating function
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tail probabilities
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latent root
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sample covariance matrix
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sample correlation coefficient
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coefficient of variation
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normalizing transformations
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