다변량 왜정규분포 기반 이차형식의 분포함수에 대한 안장점근사

Na, Jonghwa
나종화

• Received : 2016.02.03
• Accepted : 2016.04.25
• Published : 2016.06.30
• 24 18

Abstract

Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

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Acknowledgement

Supported by : 충북대학교