General saddlepoint approximations to distributions under an elliptical population

DOI10.1080/03610929908832323zbMath0919.62011OpenAlexW2008630157MaRDI QIDQ4240723

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

tail probabilitiessample covariance matrixcoefficient of variationnormalizing transformationslatent rootsample correlation coefficientapproximate cumulant generating function

Mathematics Subject Classification ID

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

Cites Work

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

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