Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion
type: Item
instance of: scholarly article
title: Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion
zbMATH Open document ID: 1478.62053
author: Jorge M. Arevalillo
published in: Metrika
publication date: 2013-01-03T00:00:00Z
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6121450
zbMATH Keywords: asymptotic statistics
zbMATH Keywords: Edgeworth expansion
zbMATH Keywords: \(r^\ast\) saddlepoint approximation
zbMATH Keywords: cumulants
MaRDI profile type: Publication
full work available at URL: s00184-011-0365-5
OpenAlex ID: W1992918214
cites work: Q3859099
cites work: An Edgeworth expansion for U-statistics
cites work: Saddlepoint Approximations in Statistics
cites work: Tail Probability Approximations
cites work: Q5434185
cites work: Edgeworth expansion for Student's t statistic under minimal moment conditions
cites work: The modified signed likelihood statistic and saddlepoint approximations
cites work: Q4834442
cites work: A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
cites work: Saddle point approximation for the distribution of the sum of independent random variables
cites work: A new look at the relationship between Edgeworth expansion and saddlepoint approximation
cites work: ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS
cites work: Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
cites work: Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
cites work: Q3948443
DOI: 10.1007/S00184-011-0365-5
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description: scientific article; zbMATH DE number 6121450