Uniform saddlepoint approximations for ratios of quadratic forms

DOI10.3150/07-BEJ6169zbMath1155.62009arXiv0803.2132OpenAlexW1974936678MaRDI QIDQ1002579

Marc S. Paolella, Ronald W. Butler

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2132

zbMATH Keywords

saddlepoint approximationsratios of quadratic formsserial correlations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Eigenvalues, singular values, and eigenvectors (15A18) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (5)

Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ Further results on the \(h\)-test of Durbin for stable autoregressive processes ⋮ Evaluating the density of ratios of noncentral quadratic forms in normal variables ⋮ Uniform saddlepoint approximations for ratios of quadratic forms ⋮ Asymptotic approximations for some distributions of ratios

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