A note on the tail accuracy of the univariate saddlepoint approximation
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Cites work
Cited in
(15)- Tail asymptotics of light-tailed Weibull-like sums
- Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
- On least squares estimation for long-memory lattice processes
- Extreme value theory for moving average processes with light-tailed innovations
- scientific article; zbMATH DE number 4062273 (Why is no real title available?)
- Uniform saddlepoint approximations
- Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
- Large-loss behavior of conditional mean risk sharing
- Tail Exactness of Multivariate Saddlepoint Approximations
- Tauberian property in saddlepoint approximations
- Continuity corrections for integer-valued saddlepoint approximations
- Domains of attraction for exponential families.
- Weighted averages and local polynomial estimation for fractional linear ARCH processes
- On location estimation for LARCH processes
- Saddlepoint approximation to gamma convolutions
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