Saddlepoint approximations for nonlinear statistics

DOI10.2307/3315456zbMath0708.62021OpenAlexW2085378461MaRDI QIDQ3490767

Soujin Wang

Publication date: 1990

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315456

zbMATH Keywords

tail probabilitynonlinear statisticsvon Mises expansionsaddlepoint expansionsaccuracy of the approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Approximate and estimated saddlepoint approximations

Cites Work

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• Small sample asymptotic expansions for multivariate M-estimates
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
• General Saddlepoint Approximations with Applications to L Statistics
• Saddlepoint expansions for conditional distributions
• Saddlepoint approximations in resampling methods
• Saddle point approximation for the distribution of the sum of independent random variables
• Uniform Asymptotic Expansions of the Incomplete Gamma Functions and the Incomplete Beta Function
• Tail Probability Approximations
• Uniform asymptotic expansions of integrals with stationary point near algebraic singularity
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Saddlepoint Approximations in Statistics

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