Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling

DOI10.1007/s11425-010-4102-8zbMath1233.62026OpenAlexW2006294404MaRDI QIDQ625948

Guoliang Zhou, Wang Zhou

Publication date: 25 February 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4102-8

zbMATH Keywords

Laplace approximationself-normalized compound Poisson sum

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sampling theory, sample surveys (62D05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Unnamed Item
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Approximations for compound Poisson and Pólya processes
• Miscellanea. Inference on rare errors using asymptotic expansions and bootstrap calibration
• Saddlepoint Approximations in Statistics

This page was built for publication: Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling