Saddle point approximations to probabilities of sample mean deviations

DOI10.1007/BF02986899MaRDI QIDQ1366390zbMATH OpenFDO

Authors B. Ryauba

Publication date 30 October 1997

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

large deviationsEsscher transformconjugate variablessaddle point approximationLyapunov fractionsexponential centering

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3207687 (Why is no real title available?)
• scientific article; zbMATH DE number 3258624 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Asymptotic Approximations to Distributions
• Asymptotic Expansions for Distributions of Sums of Independent Random Variables
• Limit Theorems for Densities and Asymptotic Expansions for Distributions of Sums of Independent Random Variables
• On Deviations of the Sample Mean
• Saddlepoint Approximations in Statistics

Cited in

(5)

• Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
• A Saddle Point Approximation for Certain Multivariate Tail Probabilities
• The probability of a random deviation from a sample mean
• Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling
• Saddlepoint approximation for moments of random variables

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