On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula

Author:

Arevalillo Jorge M

Funder

Ministerio de Universidades

Publisher

Elsevier BV

Reference23 articles.

1. A second order approximation for the inverse of the distribution function of the sample mean;Arevalillo;Kybernetika,2001

2. Inverting a saddlepoint approximation;Arevalillo;Statist. Probab. Lett.,2003

3. Exploring the relation between the r* approximation and the Edgeworth expansion;Arevalillo;Metrika: Int. J. Theor. Appl. Stat.,2012

4. Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression;Arevalillo;TEST,2014

5. Edgeworth and saddle-point approximations with statistical applications;Barndorff-Nielsen;J. R. Stat. Soc. Ser. B Stat. Methodol.,1979

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