General saddlepoint approximations and normalizing transformations for multivariate statistics

DOI10.1080/03610929708832065zbMath0954.62537OpenAlexW2038423321MaRDI QIDQ4269978

Takahiro Tsuchiya, Sadanori Konishi

Publication date: 10 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708832065

zbMATH Keywords

tail probabilitiesFisher's \(z\)-transformationsample canonical correlations\(z\)-transformationapproximate cumulant generating function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (3)

Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality ⋮ Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality ⋮ General saddlepoint approximations to distributions under an elliptical population

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