Saddlepoint approximations for the generalized variance and Wilks' statistic

DOI10.1093/biomet/79.1.157zbMath0754.62036OpenAlexW1982547531MaRDI QIDQ4020604

Ronald W. Butler, James G. Booth, Snehalata Huzurbazar

Publication date: 17 January 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/79.1.157

zbMATH Keywords

saddlepoint approximationconditional distributionsregression modelsgeneralized variancegamma regressioncanonical sufficient statisticsgamma errorsvarying degrees of freedomWilks' likelihood ratio statistic

Mathematics Subject Classification ID

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

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