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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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Citations: View citations in EconPapers (3)

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