Some alternatives to Edgeworth
From MaRDI portal
Publication:4272578
DOI10.2307/3315806zbMath0779.62014MaRDI QIDQ4272578
Nancy Reid, P. K. Cheah, Donald A. S. Fraser
Publication date: 19 January 1994
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315806
moments; numerical comparisons; Edgeworth expansion; average relative error; approximate tail probabilities; saddlepoint-type approximations
62E20: Asymptotic distribution theory in statistics
62A01: Foundations and philosophical topics in statistics
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Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography, Differentiated logdensity approximants, Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
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- Third order asymptotics: connections among test quantities
- Tail Probability Approximations
- Saddlepoint Approximations in Statistics