An example in which the Lugannani - Rice saddlepoint formula fails
type: Item
instance of: scholarly article
title: An example in which the Lugannani - Rice saddlepoint formula fails
zbMATH Open document ID: 0820.62018
DOI: 10.1016/0167-7152(94)00094-O
author: James G. Booth
author: Andrew T. A. Wood
published in: Statistics \& Probability Letters
publication date: 1995-07-06T00:00:00Z
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 761928
zbMATH Keywords: nonnormal base distribution
zbMATH Keywords: relative error
zbMATH Keywords: sample space asymptotics
zbMATH Keywords: Lugannani-Rice formula
zbMATH Keywords: approximation to tail probabilities
zbMATH Keywords: first passage time
zbMATH Keywords: random walk with drift
zbMATH Keywords: inverse Gaussian base
zbMATH Keywords: convergence rates
MaRDI profile type: Publication
cites work: Q3742485
cites work: Q3486650
cites work: Modified signed log likelihood ratio
cites work: Q5538132
cites work: Saddle point approximation for the distribution of the sum of independent random variables
cites work: Sequential analysis. Tests and confidence intervals
cites work: Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
full work available at URL: 0167-7152(94)00094-o
OpenAlex ID: W2008981517
description: scientific article; zbMATH DE number 761928