Saddlepoint Approximation of a Distribution of a Statistic
G. E. Shuteev · Theory of Probability and Its Applications · 1991
Previous article Next article Saddlepoint Approximation of a Distribution of a StatisticG. E. ShuteevG. E. Shuteevhttps://doi.org/10.1137/1135089PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] D. M. Chibisov, An asymptotic expansion for the distribution of a statistic admitting a stochastic expansion, I, Theory Probab. Appl., 25 (1980), 732–744 10.1137/1125088 0482.62009 LinkGoogle Scholar[2] D. M. Chibisov, An asymptotic expansion for the distribution of a statistic admitting a stochastic expansion, II, Theory Probab. Appl., 26 (1981), 1–12 10.1137/1126001 0497.62026 LinkGoogle Scholar[3] H. E. Daniels, Saddlepoint approximations in statistics, Ann. Math. Statist., 25 (1954), 631–650 16,603c 0058.35404 CrossrefGoogle Scholar[4] O. Barndorff-Nielsen and , D. R. Cox, Edgeworth and saddle-point approximations with statistical applications, J. Roy. Statist. Soc. Ser. B, 41 (1979), 279–312 82a:62032 0424.62010 Google Scholar[5] R. Lugannani and , S. O. Rice, Saddle point approximation for the distribution of the sum of independent random variables, Adv. in Appl. Probab., 12 (1980), 475–490 81f:60034 0425.60042 CrossrefGoogle Scholar[6] H. E. Daniels, Tail probability approximations, Internat. Statist. Rev., 55 (1987), 37–48 90e:62029 0614.62016 CrossrefGoogle Scholar[7] G. E. Shuteev, Asymptotic expansions for distributions of a certain class of statisticsMathematical statistics and its applications, No. 8, Tomsk. Gos. Univ., Tomsk, USSR, 1982, 167–177, 182, (In Russian.) 836 383 Google Scholar[8] S. A. Patil and , J. L. Kovner, On the power of the best test of exponentiality against gamma alternatives, Calcutta Statist. Assoc. Bull., 24 (1975), 53–60 (1976) 55:4474 0359.62035 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Tilted Edgeworth expansions for asymptotically normal vectors10 September 2008 | Annals of the Institute of Statistical Mathematics, Vol. 62, No. 6 Cross Ref Volume 35, Issue 3| 1991Theory of Probability & Its Applications History Submitted:21 September 1988Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1135089Article page range:pp. 607-612ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics