Numerical comparison of some saddlepoint approximations near the endpoints of the support
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Publication:6621608
DOI10.1007/S42519-024-00398-ZMaRDI QIDQ6621608
Publication date: 18 October 2024
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical distribution theory (62Exx)
Cites Work
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- Series approximation methods in statistics
- Saddlepoint approximation near the endpoints of the support
- Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
- Saddlepoint approximations
- Saddlepoint Approximations with Applications
- Tail Probability Approximations
- Asymptotic tail approximations for some nonparametric test statistics
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- Saddlepoint Approximations in Statistics
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