Saddlepoint approximation for the distribution function near the mean

DOI10.1023/A:1022455116811MaRDI QIDQ1870344zbMATH OpenOpenAlexFDO

Authors Bo Yang, John Kolassa

Publication date 11 May 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022455116811

zbMATH Keywords

singularitySaddlepoint approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(12)

• Saddlepoint approximations as smoothers
• Tilted Edgeworth expansions for asymptotically normal vectors
• Higher-order approximations to conditional distribution functions
• An improved saddlepoint approximation
• Continuity corrections for integer-valued saddlepoint approximations
• Saddlepoint approximation to the distribution of general statistics
• Saddlepoint approximation for moments of random variables
• Saddlepoint approximation at the edges of a conditional sample space
• Saddlepoint approximation for the distribution function of the mean of random variables
• Computation of distribution functions from likelihood information near observed data
• Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean
• Conditional saddlepoint approximations for non--continuous and non--lattice distributions

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