Exploring the relation between the r^ approximation and the Edgeworth expansion

DOI10.1007/S00184-011-0365-5MaRDI QIDQ1928376zbMATH OpenOpenAlexFDO

Authors Jorge M. Arevalillo

Publication date 3 January 2013

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-011-0365-5

zbMATH Keywords

\(r^\ast\) saddlepoint approximationasymptotic statisticscumulantsEdgeworth expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites work

• A new look at the relationship between Edgeworth expansion and saddlepoint approximation
• A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
• An Edgeworth expansion for U-statistics
• ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS
• Asymptotic theory of statistics and probability
• Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• scientific article; zbMATH DE number 3660622 (Why is no real title available?)
• scientific article; zbMATH DE number 3766847 (Why is no real title available?)
• scientific article; zbMATH DE number 759394 (Why is no real title available?)
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Tail Probability Approximations
• The modified signed likelihood statistic and saddlepoint approximations

Cited in

(6)

• A new look at the relationship between Edgeworth expansion and saddlepoint approximation
• On the validity of the formal Edgeworth expansion
• An analogue to the Edgeworth-Esseen expansion
• Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
• scientific article; zbMATH DE number 759394 (Why is no real title available?)
• On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula

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