Saddlepoint approximations for multinomial distributions,with applications to the joint

DOI10.1080/00949659708811845zbMath0929.62012OpenAlexW1983587610MaRDI QIDQ4361983

Chunsheng Ma

Publication date: 7 January 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811845

zbMATH Keywords

order statisticssaddlepoint approximationgenerating functionmultinomial distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items

On the evaluation of the joint distribution of order statistics, Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions

Cites Work

• Unnamed Item
• On approximating probabilities for small and large deviations in \(R^{d1}\)
• A representation for multinomial cumulative distribution functions
• Saddle-point Methods for the Multinomial Distribution
• Combinatorial extreme value distributions
• The Multivariate Saddlepoint Method and Chi-Squared for the Multinomial Distribution