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Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables

Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables Abstract An extensive study and several applications show that a saddlepoint approximation for the distribution of quadratic forms in normal variates works very well and outperforms existing approximate methods in accuracy. Copyright 1999 http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Biometrika Oxford University Press

Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables

Biometrika , Volume 86 (4) – Dec 1, 1999

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References (15)

Publisher
Oxford University Press
Copyright
Copyright 1999
ISSN
0006-3444
eISSN
1464-3510
DOI
10.1093/biomet/86.4.929
Publisher site
See Article on Publisher Site

Abstract

Abstract An extensive study and several applications show that a saddlepoint approximation for the distribution of quadratic forms in normal variates works very well and outperforms existing approximate methods in accuracy. Copyright 1999

Journal

BiometrikaOxford University Press

Published: Dec 1, 1999

There are no references for this article.