A new look at the relationship between Edgeworth expansion and saddlepoint approximation
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Publication:1210284
DOI10.1016/0167-7152(93)90194-NzbMath0765.62025OpenAlexW2010175708MaRDI QIDQ1210284
Publication date: 24 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90194-n
Related Items (4)
Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Evaluating the Accuracy of Small P‐Values In Genetic Association Studies Using Edgeworth Expansions ⋮ Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
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