Saddlepoint approximations for marginal and conditional probabilities of transformed variables
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Publication:1805540
DOI10.1214/aos/1176325620zbMath0817.62007MaRDI QIDQ1805540
Publication date: 18 May 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325620
marginal distributions; conditional distributions; saddlepoint approximations; unified treatment; tail areas; tail area approximations; indirect Edgeworth approximations; Lugannani-Rice approximations; smooth transformations of multivariate means
62E20: Asymptotic distribution theory in statistics
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