Uniform saddlepoint approximations

DOI10.2307/1427038zbMath0656.60043OpenAlexW2334075654MaRDI QIDQ3803912

Jens Ledet Jensen

Publication date: 1988

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427038

zbMATH Keywords

saddlepoint approximationtail probabilityEdgeworth approximations

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Numerical solutions to stochastic differential and integral equations (65C30) Limit theorems in probability theory (60F99)

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