Saddlepoint approximations for distributions of quadratic forms in normal variables
Saddlepoint approximations for distributions of quadratic forms in normal variables
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DOI：
10.1093/biomet/86.4.929
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发表时间：
1999-12-01
期刊：
影响因子：
2.7
通讯作者：
Kuonen, D
中科院分区：
文献类型：
--
作者：
Kuonen, D
大量的研究和应用表明，正态变量二次型分布的鞍点逼近方法具有很好的逼近效果，其精度优于已有的近似方法。
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.