A new look at the relationship between Edgeworth expansion and saddlepoint approximation-Reference-Cited by-同舟云学术

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A new look at the relationship between Edgeworth expansion and saddlepoint approximation

Published:1993-05 Issue:1 Volume:17 Page:49-52
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Monti Anna Clara

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference3 articles.

1. Saddlepoint approximation in statistics;Daniels;Ann. Math. Statist.,1954

2. Small-sample asymptotic distributions for M-estimators of location;Field;Biometrika,1982

3. Empirical small sample asymptotics for Multivariate M-estimators;Ronchetti;J. Roy. Statist. Soc. Ser. B.,1991

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula;Statistics & Probability Letters;2024-06

2. Evaluating the Accuracy of Small P‐Values In Genetic Association Studies Using Edgeworth Expansions;Scandinavian Journal of Statistics;2017-06-21

3. Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression;TEST;2013-12-21

4. Exploring the relation between the r* approximation and the Edgeworth expansion;Metrika;2011-07-29

5. Expansions for the distribution ofM-estimates with applications to the Multi-Tone problem;ESAIM: Probability and Statistics;2011

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