Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion

DOI10.1007/s00184-011-0365-5zbMath1478.62053OpenAlexW1992918214MaRDI QIDQ1928376

Jorge M. Arevalillo

Publication date: 3 January 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0365-5

zbMATH Keywords

cumulantsEdgeworth expansionasymptotic statistics\(r^\ast\) saddlepoint approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression

Cites Work

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• Edgeworth expansion for Student's t statistic under minimal moment conditions
• An Edgeworth expansion for U-statistics
• A new look at the relationship between Edgeworth expansion and saddlepoint approximation
• A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
• Saddle point approximation for the distribution of the sum of independent random variables
• The modified signed likelihood statistic and saddlepoint approximations
• Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Tail Probability Approximations
• ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS
• Saddlepoint Approximations in Statistics

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