On the empirical saddlepoint approximation (Q3828885): Difference between revisions
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scientific article
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English | On the empirical saddlepoint approximation |
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On the empirical saddlepoint approximation (English)
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1989
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empirical transform
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stable law
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saddlepoint approximation
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cumulant generating function
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empirical moment generating function
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derivatives
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uniform consistency
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weak convergence to normality
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density estimation
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