Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions (Q5288926): Difference between revisions

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Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
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Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions (English)
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Latest revision as of 19:50, 19 March 2024

scientific article; zbMATH DE number 270291
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English
Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
scientific article; zbMATH DE number 270291

    Statements

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    28 October 1993
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    cumulant generating function
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    generalized Lugannani-Rice formula
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    generalized Skovgaard formula
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    saddlepoint approximations
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    cumulative distribution function
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    inverse Gaussian
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    generalized approximations
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    linear combination of chi-squared variables
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    first passage time distribution
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    random walk
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    Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions (English)
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    Identifiers