Some alternatives to Edgeworth

DOI10.2307/3315806zbMath0779.62014OpenAlexW2020944290MaRDI QIDQ4272578

Nancy Reid, P. K. Cheah, Donald A. S. Fraser

Publication date: 19 January 1994

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

Full work available at URL: https://doi.org/10.2307/3315806

zbMATH Keywords

momentsnumerical comparisonsEdgeworth expansionaverage relative errorapproximate tail probabilitiessaddlepoint-type approximations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01)

Related Items (3)

Differentiated logdensity approximants ⋮ Gram-Charlier-like expansions of the convoluted hyperbolic-secant density ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography

Cites Work

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• Approximations of marginal tail probabilities and inference for scalar parameters
• Further remarks on asymptotic normality of likelihood and conditional analyses
• Saddle point approximation for the distribution of the sum of independent random variables
• Third order asymptotics: connections among test quantities
• Tail Probability Approximations
• Saddlepoint Approximations in Statistics

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