Saddlepoint approximation to an important statistic

DOI10.11845/SXJZ.2014027BzbMATH Open1340.62009OpenAlexW2980792012MaRDI QIDQ3461272FDOQ3461272

Maozai Tian, Lingbin Meng

Publication date: 15 January 2016

Full work available at URL: http://www.oaj.pku.edu.cn/sxjz/EN/abstract/abstract46096.shtml

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zbMATH Keywords

normal approximationimportance samplingsaddlepoint approximationinverse formulaSatterthwaite approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (1)

• Saddlepoint approximations for nonlinear statistics

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