Uniform validity of saddlepoint expansion on compact sets

DOI10.2307/3315386zbMath0852.62021OpenAlexW1993934396MaRDI QIDQ4891293

Rick Routledge, Min Tsao

Publication date: 12 November 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315386

zbMATH Keywords

tail probabilitycompact subsetssample meanstandardized meansaddlepoint expansionuniform validityhigh-order asymptotic expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (4)

Uniformity of double saddlepoint conditional probability approximations ⋮ Quadrature methods for computing distributions. ⋮ Multivariate saddlepoint tail probability approximations ⋮ Approximate and estimated saddlepoint approximations

Cites Work

• On the relationship between two asymptotic expansions for the distribution of sample mean and its applications
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Uniform saddlepoint approximations
• Saddle point approximation for the distribution of the sum of independent random variables
• Tail Probability Approximations
• Saddlepoint Approximations in Statistics
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