HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS
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Publication:4210846
DOI10.14490/jjss1995.28.21zbMath1094.62506OpenAlexW1992625085MaRDI QIDQ4210846
Yoshihiko Maesono, Spiridon I. Penev
Publication date: 1998
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss1995.28.21
Related Items (4)
Von Mises approximation of the critical value of a test ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Inverting a saddlepoint approximation. ⋮ Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
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