On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
type: Item
instance of: scholarly article
title: On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
author: Jorge M. Arevalillo
published in: Statistics \& Probability Letters
publication date: 2024-07-09T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 7878516
zbMATH Keywords: asymptotics
zbMATH Keywords: saddlepoint approximation
zbMATH Keywords: Edgeworth
zbMATH Keywords: Cornish-Fisher
MaRDI profile type: Publication
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DOI: 10.1016/J.SPL.2024.110105
description: scientific article; zbMATH DE number 7878516