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
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00071-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:45:y:1999:i:4:p:295-303

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().