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Saddlepoint approximations as smoothers

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  • A. C. Davison

Abstract

This note investigates the sense in which saddlepoint approximations act as smoothers of discrete distributions. The discrete problem is embedded in a continuous model that closely matches it on the discrete sample space, with saddlepoint approximation yielding an inference that is almost exact for the continuous model. The same applies to conditional distributions. An example is given and implications for inference are discussed. Copyright Biometrika Trust 2002, Oxford University Press.

Suggested Citation

  • A. C. Davison, 2002. "Saddlepoint approximations as smoothers," Biometrika, Biometrika Trust, vol. 89(4), pages 933-938, December.
    • Handle: RePEc:oup:biomet:v:89:y:2002:i:4:p:933-938
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    Cited by:

    1. Ehab Abd-Elfattah, 2015. "Saddlepoint $$p$$ p -values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design," Computational Statistics, Springer, vol. 30(2), pages 593-604, June.

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