On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula (Q6569437)
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scientific article; zbMATH DE number 7878516
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| English | On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula |
scientific article; zbMATH DE number 7878516 |
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On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula (English)
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9 July 2024
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asymptotics
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saddlepoint approximation
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Edgeworth
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Cornish-Fisher
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