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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2008.6
- 수록면
- 497 - 504 (8page)
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In this paper we studied the saddlepoint approximations to the distribution of quadratic forms in normal variables. We derived the approximations as a special case of Na & Kim (2005). Also applications to a statistic which concerns intraclass correlation coefficient are presented. Simulations show the accuracy and availability of the suggested approximations.
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참고문헌 (10)
참고문헌 신청
1. [학술지(정기간행물)] - Barndorff-Nielsen, O. E / 1979 / Edgeworth and saddlepoint approximations with statistical applications / Biometrika 70 : 343 ~ 365
2. [단행본] - Barndorff-Nielsen, O. E / 1989 / Asymptotic techniques for use in statistics / Chapman and Hall, London
3. [학술지(정기간행물)] - Daniels,H.E / 1987 / Tail probability approximations / International Statistical Review 55 (1) : 37 ~ 48
4. [학술지(정기간행물)] - Imhof,J.P / 1961 / Computing the distribution of quadratic forms in normal variables / Biometrika 48 : 419 ~ 426
5. [학술지(정기간행물)] - Jensen,J.L / 1992 / The modified signed loglikelihood statistic and saddlepoint approximations / Biometrika 79 : 693 ~ 703
2. [단행본] - Barndorff-Nielsen, O. E / 1989 / Asymptotic techniques for use in statistics / Chapman and Hall, London
3. [학술지(정기간행물)] - Daniels,H.E / 1987 / Tail probability approximations / International Statistical Review 55 (1) : 37 ~ 48
4. [학술지(정기간행물)] - Imhof,J.P / 1961 / Computing the distribution of quadratic forms in normal variables / Biometrika 48 : 419 ~ 426
5. [학술지(정기간행물)] - Jensen,J.L / 1992 / The modified signed loglikelihood statistic and saddlepoint approximations / Biometrika 79 : 693 ~ 703
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UCI(KEPA) : I410-ECN-0101-2018-041-001386929