Approximating conditional distributions by the mixed Edgeworth-saddlepoint expansion

DOI10.1093/BIOMET/66.3.597zbMath0417.62014OpenAlexW2099853252MaRDI QIDQ3207892

Bo V. Pedersen

Publication date: 1979

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/66.3.597

zbMATH Keywords

saddlepoint approximationexponential familyPoisson processEdgeworth expansionconditional inference

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02)

Related Items (4)

A tabular method for correcting skewness ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Edgeworth expansion of the distribution of Stein's statistic ⋮ Conditional score tests in the exponential family.

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