Inverting a saddlepoint approximation.
type: Item
instance of: scholarly article
title: Inverting a saddlepoint approximation.
zbMATH Open document ID: 1038.62013
DOI: 10.1016/S0167-7152(02)00402-9
author: Jorge M. Arevalillo
published in: Statistics \& Probability Letters
publication date: 2004-03-14T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 2055322
zbMATH Keywords: Edgeworth expansion
zbMATH Keywords: Saddlepoint approximation
zbMATH Keywords: Cornish-Fisher expansion
zbMATH Keywords: Inversion
MaRDI profile type: Publication
cites work: Q3825928
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cites work: The modified signed likelihood statistic and saddlepoint approximations
cites work: Saddlepoint approximations
cites work: Q5615180
cites work: Saddle point approximation for the distribution of the sum of independent random variables
cites work: HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS
description: scientific article; zbMATH DE number 2055322