General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
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Publication:3129047
DOI10.2307/2291662zbMath0869.62017MaRDI QIDQ3129047
Elvezio Ronchetti, Riccardo Gatto
Publication date: 27 April 1997
Full work available at URL: https://doi.org/10.2307/2291662
bootstrap; tail probabilities; probit models; saddlepoint approximations; nonlinear statistics; von Mises expansion; logit model; marginal densities; rank estimators; \(M\) estimator; \(U\) statistic
62E17: Approximations to statistical distributions (nonasymptotic)
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