Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling

DOI10.1007/S11425-010-4102-8MaRDI QIDQ625948zbMATH OpenOpenAlexFDO

Authors Guoliang Zhou, Wang Zhou

Publication date 25 February 2011

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-010-4102-8

zbMATH Keywords

Laplace approximationself-normalized compound Poisson sum

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Approximations for compound Poisson and Pólya processes
• scientific article; zbMATH DE number 3660622 (Why is no real title available?)
• Miscellanea. Inference on rare errors using asymptotic expansions and bootstrap calibration
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Saddlepoint Approximations in Statistics

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