On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula

DOI10.1016/J.SPL.2024.110105MaRDI QIDQ6569437zbMATH OpenFDO

Authors Jorge M. Arevalillo

Publication date 9 July 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110105

zbMATH Keywords

asymptoticsCornish-FisherEdgeworthsaddlepoint approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

Cites work

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