Saddlepoint Approximations for Tests of Block Independence, Sphericity and Equal Variances and Covariances
本文利用Skovgaard鞍点公式，为多元分析中的多种检验统计量提供了高精度的零分布近似，从而无需精确计算。
SUMMARY Approximations for the null distribution of various test statistics arising in multivariate analysis using Skovgaard's saddlepoint formula are discussed. In each case an approximation is found with such accuracy as to obviate the need for exact computation.