日期精度：到日 1 篇 · 到月 1 篇 · 到年 1 篇
块独立性、球形性及方差协方差相等检验的鞍点近似
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.
多元分析中 Bartlett–Nanda–Pillai 迹统计量的鞍点近似
The null distribution of the Bartlett-Nanda-Pillai trace statistic is shown to be equivalent to the conditional distribution of canonical sufficient statistics in a multiparameter exponential family setting. As such, sequential and double saddlepoint approximations are used to approximate the distribution. The existence of tabulated percentiles for the distribution allows for comparison of the accuracy of the various saddlepoint approximations. The ability of the…