杂项:正态变量二次型分布的鞍点逼近

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

Biometrika · 1999
被引 167
ABS 4

中文导读

研究了正态变量二次型分布的鞍点逼近方法,通过大量应用证明其精度优于现有近似方法,对统计和计量经济学研究者有用。

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.

统计学计量经济学应用数学数理经济学