Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
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Publication:1678526
DOI10.3103/S1066530717010021zbMath1421.62062OpenAlexW2618766770MaRDI QIDQ1678526
Publication date: 17 November 2017
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530717010021
Directional data; spatial statistics (62H11) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (2)
Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution ⋮ Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
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