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Volumn 26, Issue 11, 1997, Pages 2541-2563

General saddlepoint approximations and normalizing transformations for multivariate statistics

Author keywords

Approximate cumulant generating function: Fisher's z transformation; Sample canonical correlations; Tail probabilities

Indexed keywords


EID: 0346446083     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708832065     Document Type: Article
Times cited : (4)

References (14)
  • 1
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    • Bhattacharya, R.N.1    Ghosh, J.K.2
  • 2
    • 0001367156 scopus 로고
    • Saddlepoint approximations in statistics
    • Daniels, H. E. (1954). Saddlepoint approximations in statistics. Ann. Math. Statist. 25 631-650.
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    • Daniels, H.E.1
  • 4
    • 79958142903 scopus 로고
    • General saddlepoint approximations with applications to L statistics
    • Easton, G. S. and Ronchetti, E. (1986). General saddlepoint approximations with applications to L statistics. J. Amer. Statist. Ass. 81 420-430.
    • (1986) J. Amer. Statist. Ass. , vol.81 , pp. 420-430
    • Easton, G.S.1    Ronchetti, E.2
  • 6
    • 0040691232 scopus 로고
    • Saddlepoint approximations for the difference of order statistics
    • Harvill, J. L. and Newton, H. J. (1995). Saddlepoint approximations for the difference of order statistics, Biometrika 82 226-231.
    • (1995) Biometrika , vol.82 , pp. 226-231
    • Harvill, J.L.1    Newton, H.J.2
  • 7
    • 0042807812 scopus 로고
    • Normalizing transformations of some statistics in multivariate analysis
    • Konishi, S. (1981). Normalizing transformations of some statistics in multivariate analysis. Biometrika 68 647-651.
    • (1981) Biometrika , vol.68 , pp. 647-651
    • Konishi, S.1
  • 8
    • 0348063943 scopus 로고
    • Transformations of statistics in multivariate analysis
    • A. K. Gupta, ed. Reidel, Dordrecht
    • Konishi, S. (1987). Transformations of statistics in multivariate analysis. In Advances in Multivariate Statistical Analysis (A. K. Gupta, ed.) 213-231. Reidel, Dordrecht.
    • (1987) Advances in Multivariate Statistical Analysis , pp. 213-231
    • Konishi, S.1
  • 9
    • 0000660352 scopus 로고
    • Saddlepoint approximation for the distribution of the sum of independent random variables
    • Lugannani, R. and Rice, S. (1980). Saddlepoint approximation for the distribution of the sum of independent random variables. Adv. Appl. Prob. 12 475-490.
    • (1980) Adv. Appl. Prob. , vol.12 , pp. 475-490
    • Lugannani, R.1    Rice, S.2
  • 10
    • 51249174643 scopus 로고
    • Effects of transformations in higher order asymptotic expansions
    • Niki, N. and Konishi, S. (1986). Effects of transformations in higher order asymptotic expansions. Ann. Inst. Statist. Math. 38, A, 371-383.
    • (1986) Ann. Inst. Statist. Math. , vol.38 A , pp. 371-383
    • Niki, N.1    Konishi, S.2
  • 11
    • 84972528712 scopus 로고
    • Saddlepoint methods and statistical inference
    • Reid, N. (1988). Saddlepoint methods and statistical inference. Statist. Sci. 3 213-238.
    • (1988) Statist. Sci. , vol.3 , pp. 213-238
    • Reid, N.1
  • 12
    • 84963177111 scopus 로고
    • Derivatives of the characteristic root of a symmetric or a Hermitian matrix with two applications in multivariate analysis
    • Sugiura, N. (1973). Derivatives of the characteristic root of a symmetric or a Hermitian matrix with two applications in multivariate analysis. Commun. Statist. 1 393-417.
    • (1973) Commun. Statist. , vol.1 , pp. 393-417
    • Sugiura, N.1
  • 14
    • 34548703285 scopus 로고
    • General saddlepoint approximations in the bootstrap
    • Wang, S. (1992). General saddlepoint approximations in the bootstrap. Statist. Prob. Letters. 13 61-66.
    • (1992) Statist. Prob. Letters. , vol.13 , pp. 61-66
    • Wang, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.