A Comparison of Saddlepoint Approximations for Marginal Distributions
|Published in||Computing Science and Statistics. 1997, vol. 28, p. 228-234|
|Abstract||We discuss some recent (nonparametric) approximations of tail probabilities of marginal distributions. They are based on saddlepoint techniques and have an error of order n-1. We compare their properties both from a theoretical and a computational point of view.|
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|RONCHETTI, Elvezio. A Comparison of Saddlepoint Approximations for Marginal Distributions. In: Computing Science and Statistics, 1997, vol. 28, p. 228-234. https://archive-ouverte.unige.ch/unige:23219|