Saddlepoint approximation for the distribution function near the mean

DOI10.1023/A:1022455116811zbMath1051.62015OpenAlexW1511783606MaRDI QIDQ1870344

John E. Kolassa, Bo Yang

Publication date: 11 May 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022455116811

zbMATH Keywords

singularitySaddlepoint approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Computation of distribution functions from likelihood information near observed data ⋮ Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean

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