Approximate and estimated saddlepoint approximations
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Publication:3148215
DOI10.2307/3315867zbMath0999.62009OpenAlexW2088835426MaRDI QIDQ3148215
Pamela A. Ohman-Strickland, George Casella
Publication date: 3 December 2002
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/32015
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Related Items (3)
Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS
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