An invariance property of marginal density and tail probability approximations for smooth functions

DOI10.1016/0167-7152(91)90086-7zbMath0735.62021OpenAlexW2002620472MaRDI QIDQ1181113

G. Alastair Young, Michael A. Martin, Thomas J. DiCiccio

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90086-7

zbMATH Keywords

normal approximationnonlinear transformationLaplace approximationsaddlepoint methodsStudentized meanasymptotic approximations of marginal densitiestail probability approximations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Approximations for marginal densities of M‐estimators

Cites Work

• Unnamed Item
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Approximations of marginal tail probabilities and inference for scalar parameters
• Approximate marginal densities of nonlinear functions
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• Amendments and Corrections

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