The purpose of this article is to prescnt by using vector space methods. a formula as how to calculate the covariance of the outer product of two independent random vecters in inter product space and to makes a discus...The purpose of this article is to prescnt by using vector space methods. a formula as how to calculate the covariance of the outer product of two independent random vecters in inter product space and to makes a discussion on the covariance of the orthogonally invariant random vector and that of the weakly spherically distributed orter produt.展开更多
We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox （1979, equation （4.7）） in two aspects： 1） our results are satisfied for random ve...We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox （1979, equation （4.7）） in two aspects： 1） our results are satisfied for random vectors that are not necessarily sums of independent and identically distributed random vectors, and 2） we consider that the sample is taken from any distribution, not necessarily a member of the exponential family of densities. We also show the relationship with the corresponding multivariate Edgeworth approximations whose general treatment was developed by Durbin in 1980, emphasizing that the basic assumptions that support the validity of both approaches are essentially similar.展开更多
基金The project was supported by the Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic Institute(Grant No.102/01003002031)the Scientific Program of Department of Education of Jiangxi Province of China(Grant Nos.GJJ190732,GJJ180737)the Natural Science Foundation Program of Jiangxi Province(Grant No.20202BABL211005).
文摘The purpose of this article is to prescnt by using vector space methods. a formula as how to calculate the covariance of the outer product of two independent random vecters in inter product space and to makes a discussion on the covariance of the orthogonally invariant random vector and that of the weakly spherically distributed orter produt.
文摘We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox （1979, equation （4.7）） in two aspects： 1） our results are satisfied for random vectors that are not necessarily sums of independent and identically distributed random vectors, and 2） we consider that the sample is taken from any distribution, not necessarily a member of the exponential family of densities. We also show the relationship with the corresponding multivariate Edgeworth approximations whose general treatment was developed by Durbin in 1980, emphasizing that the basic assumptions that support the validity of both approaches are essentially similar.
