Saddlepoint approximation of nonlinear moments

DOI10.5705/ss.2012.333zbMath1480.60115OpenAlexW2335614352MaRDI QIDQ3195162

Nancy Reid, Xiang-Sheng Wang, Xiao Ping Shi

Publication date: 21 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/094bc7e95834ea59e491862fef94eb809c167f59

zbMATH Keywords

saddlepoint approximationasymptotic expansionWatson's lemmanonlinear moment

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)

Related Items (4)

Expectations of large data means ⋮ Approximation of inverse moments of discrete distributions ⋮ Approximation to the moments of ratios of cumulative sums ⋮ Accurate tests for the equality of coefficients of variation

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