Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables

DOI10.2307/2290917zbMath0825.62368OpenAlexW4249748050MaRDI QIDQ4314926

Offer Lieberman

Publication date: 8 January 1995

Full work available at URL: https://ageconsearch.umn.edu/record/267395/files/monash-139.pdf

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (14)

The Mellin Transform to Manage Quadratic Forms in Normal Random Variables ⋮ Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ Relative errors for bootstrap approximations of the serial correlation coefficient ⋮ Confidence intervals for heritability via Haseman-Elston regression ⋮ Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance ⋮ Practical small sample inference for single lag subset autoregressive models ⋮ Saddlepoint confidence intervals for variance components ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ Evaluating the density of ratios of noncentral quadratic forms in normal variables ⋮ The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables ⋮ A Scale‐space Approach for Detecting Non‐stationarities in Time Series ⋮ Uniform saddlepoint approximations for ratios of quadratic forms ⋮ SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS ⋮ Asymptotic approximations for some distributions of ratios

This page was built for publication: Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables