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

Biometrika ◽  
1999 ◽  
Vol 86 (4) ◽  
pp. 929-935 ◽  
Author(s):  
D Kuonen
Bernoulli ◽  
2008 ◽  
Vol 14 (1) ◽  
pp. 140-154 ◽  
Author(s):  
Ronald W. Butler ◽  
Marc S. Paolella

1998 ◽  
Vol 14 (5) ◽  
pp. 539-559 ◽  
Author(s):  
Patrick W.N. Marsh

Many estimators and tests are of the form of a ratio of quadratic forms in normal variables. Excepting a few very special cases little is known about the density or distribution of these ratios, particularly if we allow for noncentrality in the quadratic forms. This paper assumes this generality and derives saddlepoint approximations for this class of statistics. We first derive and prove the existence of an exact inversion based on the joint characteristic function. Then the saddlepoint algorithm is applied and the leading term found, and analytic justification of the asymptotic nature of the approximation is given. As an illustration we consider the calculation of sizes and powers of F-tests, where a new exact result is found.


Author(s):  
Bernhard M¨uhlherr ◽  
Holger P. Petersson ◽  
Richard M. Weiss

This chapter proves that Bruhat-Tits buildings exist. It begins with a few definitions and simple observations about quadratic forms, including a 1-fold Pfister form, followed by a discussion of the existence part of the Structure Theorem for complete discretely valued fields due to H. Hasse and F. K. Schmidt. It then considers the generic unramified cases; the generic semi-ramified cases, the generic ramified cases, the wild unramified cases, the wild semi-ramified cases, and the wild ramified cases. These cases range from a unique unramified quadratic space to an unramified separable quadratic extension, a tamely ramified division algebra, a ramified separable quadratic extension, and a unique unramified quaternion division algebra. The chapter also describes ramified quaternion division algebras D₁, D₂, and D₃ over K containing a common subfield E such that E/K is a ramified separable extension.


Author(s):  
Bernhard M¨uhlherr ◽  
Holger P. Petersson ◽  
Richard M. Weiss

This chapter assumes that (K, L, q) is a totally wild quadratic space of type E₇. The goal is to prove the proposition that takes into account Λ‎ of type E₇, D as the quaternion division algebra over K whose image in Br(K) is the Clifford invariant of q, and the trace and trace map. The chapter also considers two other propositions: the first states that if the trace map is not equal to zero, then the Moufang residues R₀ and R₁ are not indifferent; the second states that if the trace map is equal to zero, then the Moufang residues R₀ and R₁ are both indifferent.


Author(s):  
Bernhard M¨uhlherr ◽  
Holger P. Petersson ◽  
Richard M. Weiss

This chapter proves several more results about weak isomorphisms between Moufang sets arising from quadratic forms and involutory sets. It first fixes a non-trivial anisotropic quadratic space Λ‎ = (K, L, q) before considering two proper anisotropic pseudo-quadratic spaces. It then describes a quaternion division algebra and its standard involution, a second quaternion division algebra and its standard involution, and an involutory set with a quaternion division algebra and its standard involution. It concludes with one more small observation regarding a pointed anisotropic quadratic space and shows that there is a unique multiplication on L that turns L into an integral domain with a multiplicative identity.


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