IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v17y1993i1p49-52.html
   My bibliography  Save this article

A new look at the relationship between Edgeworth expansion and saddlepoint approximation

Author

Listed:
  • Monti, Anna Clara

Abstract

The Edgeworth expansion of the density of the sample mean is obtained, up to the second order, by expanding the saddlepoint approximation. This is achieved through an expansion of the saddlepoint which gives an explicit formula to the latter approximation.

Suggested Citation

  • Monti, Anna Clara, 1993. "A new look at the relationship between Edgeworth expansion and saddlepoint approximation," Statistics & Probability Letters, Elsevier, vol. 17(1), pages 49-52, May.
    • Handle: RePEc:eee:stapro:v:17:y:1993:i:1:p:49-52
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(93)90194-N
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jorge Arevalillo, 2012. "Exploring the relation between the r* approximation and the Edgeworth expansion," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(8), pages 1009-1024, November.
    2. Christopher Withers & Saralees Nadarajah, 2010. "Tilted Edgeworth expansions for asymptotically normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1113-1142, December.
    3. Arevalillo, Jorge M, 2024. "On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula," Statistics & Probability Letters, Elsevier, vol. 209(C).
    4. Jorge Arevalillo, 2014. "Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 291-310, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:17:y:1993:i:1:p:49-52. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.