On the validity of Edgeworth and saddlepoint approximations

DOI10.1006/jmva.1994.1053zbMath0807.62015OpenAlexW2058511508MaRDI QIDQ1340284

Andrew T. A. Wood, James G. Booth, Hall, Peter

Publication date: 1 March 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1053

zbMATH Keywords

bootstrapEdgeworth expansionsgeneral discrete distributionsLugannani-Rice tail area approximationsmoothing lemma

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

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