Saddlepoint approximation near the endpoints of the support
Rungao Jin and
John Robinson
Statistics & Probability Letters, 1999, vol. 45, issue 4, 295-303
Abstract:
For some cases, non-normal asymptotic distributions of tilted means are used to give accurate saddlepoint approximations at the extremes of the support where asymptotic normality of the tilted means fails. Also new relative error rates are obtained near the endpoints.
Keywords: Saddlepoint; methods; Tilting; Binomial; statistic; Hypergeometric; statistic; Wilcoxon; statistic (search for similar items in EconPapers)
Date: 1999
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