On the empirical saddlepoint approximation
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Publication:3828885
DOI10.1093/biomet/76.3.457zbMath0674.62019OpenAlexW2028584946MaRDI QIDQ3828885
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.3.457
saddlepoint approximationderivativesstable lawdensity estimationuniform consistencycumulant generating functionempirical moment generating functionempirical transformweak convergence to normality
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