On the relationship between two asymptotic expansions for the distribution of sample mean and its applications

DOI10.1214/AOS/1069362394zbMath0942.62022OpenAlexW2079935046MaRDI QIDQ1374235

Min Tsao, Rick Routledge

Publication date: 21 August 2000

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362394

zbMATH Keywords

saddlepoint approximationasymptotic expansionDaniel's seriesLugannani and Rice's seriesuniform validity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (5)

Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Uniform validity of saddlepoint expansion on compact sets ⋮ General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic ⋮ Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models ⋮ Saddlepoint approximations for the doubly noncentral \(t\) distribution

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