General Saddlepoint Approximations of Marginal Densities and Tail Probabilities

DOI10.2307/2291662zbMath0869.62017OpenAlexW4240282700MaRDI QIDQ3129047

Elvezio Ronchetti, Riccardo Gatto

Publication date: 27 April 1997

Full work available at URL: https://doi.org/10.2307/2291662

zbMATH Keywords

bootstraptail probabilitiesprobit modelssaddlepoint approximationsnonlinear statisticsvon Mises expansionlogit modelmarginal densitiesrank estimators\(M\) estimator\(U\) statistic

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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