Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-013-0348-0.pdf
Reference28 articles.
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2. Arevalillo JM (2003) Inverting a saddlepoint approximation. Stat Probab Lett 61:421–428
3. Arevalillo JM (2012) Exploring the relation between the r * approximation and the Edgeworth expansion. Metrika 75:1009–1024
4. Barndorff-Nielsen OE, Cox DR (1979) Edgeworth and saddlepoint approximations with statistical applications. J R Stat Soc B 41:279–312
5. Barndorff-Nielsen OE, Cox DR (1989) Asymptotic techniques for use in statistics. Chapman and Hall, London
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