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Saddlepoint approximation near the endpoints of the support

Author

Listed:
  • Jin, Rungao
  • Robinson, John

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.

Suggested Citation

  • Jin, Rungao & Robinson, John, 1999. "Saddlepoint approximation near the endpoints of the support," Statistics & Probability Letters, Elsevier, vol. 45(4), pages 295-303, December.
    • Handle: RePEc:eee:stapro:v:45:y:1999:i:4:p:295-303
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    Citations

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    Cited by:

    1. Niranjan Nagarajan & Uri Keich, 2009. "Reliability and efficiency of algorithms for computing the significance of the Mann–Whitney test," Computational Statistics, Springer, vol. 24(4), pages 605-622, December.
    2. Inga Samonenko & John Robinson, 2017. "A likelihood ratio like permutation test for one way designs," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(3), pages 515-530, July.
    3. Joutard, Cyrille, 2014. "Asymptotic approximation for the probability density function of an arbitrary sequence of random variables," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 100-107.

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