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