Saddlepoint approximations for the doubly noncentral \(t\) distribution
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Publication:1019921
DOI10.1016/j.csda.2006.11.024zbMath1161.62315OpenAlexW2077347944MaRDI QIDQ1019921
Marc S. Paolella, Simon A. Broda
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.024
Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cites Work
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