Tail Exactness of Multivariate Saddlepoint Approximations
نویسندگان
چکیده
منابع مشابه
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. They are based on the expansion of the statistic up to the second order. Their accuracy is shown in a variety of examples, including logit and probit models and rank estimators for regression.
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 1999
ISSN: 0303-6898,1467-9469
DOI: 10.1111/1467-9469.00148