Multivariate saddlepoint approximations in tail probability and conditional inference

DOI10.3150/09-BEJ237zbMath1207.62118arXiv1011.5775MaRDI QIDQ627296

Jixin Li, John E. Kolassa

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5775

zbMATH Keywords

saddlepoint approximation; tail probability; conditional probability; Watson's lemma

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E17: Approximations to statistical distributions (nonasymptotic)

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Uses Software

• Mathematica
• SAS

Cites Work

• Unnamed Item
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• Tail Probability Approximations
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