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Volumn 14, Issue 5, 1998, Pages 539-559

Saddlepoint approximations for noncentral quadratic forms

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EID: 0032354665     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466698145012     Document Type: Article
Times cited : (24)

References (21)
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    • Abadir, K.M.1    Larsson, R.2
  • 6
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    • The approximate distribution of the serial correlation coefficient
    • Daniels, H.E. (1956) The approximate distribution of the serial correlation coefficient. Biometrika 43, 169-185.
    • (1956) Biometrika , vol.43 , pp. 169-185
    • Daniels, H.E.1
  • 7
    • 0018822036 scopus 로고
    • Exact saddlepoint approximations
    • Daniels, H.E. (1980) Exact saddlepoint approximations. Biometrika 67, 53-58.
    • (1980) Biometrika , vol.67 , pp. 53-58
    • Daniels, H.E.1
  • 9
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    • Extension of a theorem by Harold Cramer on the frequency distribution of two variables
    • Geary, R.C. (1944) Extension of a theorem by Harold Cramer on the frequency distribution of two variables. Journal of the Royal Statistical Society, Series B 107, 65-67.
    • (1944) Journal of the Royal Statistical Society, Series B , vol.107 , pp. 65-67
    • Geary, R.C.1
  • 10
    • 0001196969 scopus 로고
    • Inversion formula for the distribution of ratios
    • Gurland, J. (1948) Inversion formula for the distribution of ratios. Annals of Mathematical Statistics 19, 228-237.
    • (1948) Annals of Mathematical Statistics , vol.19 , pp. 228-237
    • Gurland, J.1
  • 11
    • 0001507590 scopus 로고
    • Computing the distribution of quadratic forms in normal variables
    • Imhof, J.P. (1961) Computing the distribution of quadratic forms in normal variables. Biometrika 48, 419-426.
    • (1961) Biometrika , vol.48 , pp. 419-426
    • Imhof, J.P.1
  • 13
    • 0004141406 scopus 로고
    • Oxford Statistical Science Series 16. Oxford: Clarendon Press
    • Jensen, J.L. (1995) Saddlepoint Approximations. Oxford Statistical Science Series 16. Oxford: Clarendon Press.
    • (1995) Saddlepoint Approximations
    • Jensen, J.L.1
  • 16
    • 0013354447 scopus 로고
    • A Laplace approximation to the moments of a ratio of quadratic forms
    • Lieberman, O. (1994a) A Laplace approximation to the moments of a ratio of quadratic forms. Biometrika 81, 681-690.
    • (1994) Biometrika , vol.81 , pp. 681-690
    • Lieberman, O.1
  • 17
    • 21844500762 scopus 로고
    • Saddlepoint approximations to the distribution of a ratio of quadratic forms in normal variables
    • Lieberman, O. (1994b) Saddlepoint approximations to the distribution of a ratio of quadratic forms in normal variables. Journal of the American Statistical Association 89, 924-928.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 924-928
    • Lieberman, O.1
  • 18
    • 0031486734 scopus 로고    scopus 로고
    • On the effect of non-normality
    • Lieberman, O. (1997) On the effect of non-normality. Econometric Theory 13, 52-78.
    • (1997) Econometric Theory , vol.13 , pp. 52-78
    • Lieberman, O.1
  • 19
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    • Saddlepoint approximations for the distribution of the sum of independent random variables
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    • (1980) Advances in Applied Probability , vol.12 , pp. 475-490
    • Lugannani, R.1    Rice, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.