Multivariate saddlepoint tail probability approximations
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Publication:1394766
DOI10.1214/aos/1046294465zbMath1018.62012MaRDI QIDQ1394766
Publication date: 11 September 2003
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1046294465
tail probability; uniformization; conditional probability; hypergeometric distribution; integral expansions; lattice variable
62H10: Multivariate distribution of statistics
62E20: Asymptotic distribution theory in statistics
60E99: Distribution theory
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Approximate multivariate conditional inference using the adjusted profile likelihood, System reliability analysis with saddlepoint approximation, Multivariate saddlepoint approximations in tail probability and conditional inference, Tilted Edgeworth expansions for asymptotically normal vectors, A refinement to approximate conditional inference
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