A note on the tail accuracy of the univariate saddlepoint approximation
type: Item
instance of: scholarly article
title: A note on the tail accuracy of the univariate saddlepoint approximation
zbMATH Open document ID: 0790.62024
published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
publication date: 1993-05-16T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/73296
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60E99
zbMATH DE Number: 168574
zbMATH Keywords: tail accuracy
zbMATH Keywords: univariate saddlepoint approximation
zbMATH Keywords: convolution of densities
author: Ole E. Barndorff-Nielsen
author: Claudia Klüppelberg
MaRDI profile type: Publication
OpenAlex ID: W2334396307
cites work: Densities with Gaussian Tails
cites work: Q4726487
cites work: Saddlepoint Approximations in Statistics
cites work: Uniform saddlepoint approximations
cites work: Q4272611
DOI: 10.5802/AFST.734
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description: scientific article; zbMATH DE number 168574