Tail Exactness of Multivariate Saddlepoint Approximations (Q4939927)

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scientific article; zbMATH DE number 1408873
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Tail Exactness of Multivariate Saddlepoint Approximations
scientific article; zbMATH DE number 1408873

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    Tail Exactness of Multivariate Saddlepoint Approximations (English)
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    1 March 2000
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    saddlepoint approximation
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    Legendre transform
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    moment generating function
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    asymptotic normality
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