Saddle point approximations to probabilities of sample mean deviations

DOI10.1007/BF02986899zbMath0895.60032MaRDI QIDQ1366390

B. Ryauba

Publication date: 30 October 1997

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

large deviationsEsscher transformconjugate variablessaddle point approximationLyapunov fractionsexponential centering

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Large deviations (60F10)

Cites Work

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• Asymptotic Approximations to Distributions
• Asymptotic Expansions for Distributions of Sums of Independent Random Variables
• On Deviations of the Sample Mean
• Limit Theorems for Densities and Asymptotic Expansions for Distributions of Sums of Independent Random Variables
• Saddlepoint Approximations in Statistics

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