A Proof of the Asymptotic Equivalence of Two-Tail Probability Approximations

DOI10.1080/03610920600974187zbMATH Open1116.41032OpenAlexW2093852876MaRDI QIDQ3435975FDOQ3435975

Authors: John Kolassa 

Publication date: 8 May 2007

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600974187

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zbMATH Keywords

asymptoticssaddlepoint

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Approximate quadratures (41A55)

Cites Work

• The modified signed likelihood statistic and saddlepoint approximations
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
• Series approximation methods in statistics.
• Conditional saddlepoint approximations for non--continuous and non--lattice distributions

Cited In (1)

• Asymptotic tail approximations for some nonparametric test statistics

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