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Saddlepoint Approximation for the Distribution Function Near the Mean

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  • Bo Yang
  • John Kolassa

Abstract

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Suggested Citation

  • Bo Yang & John Kolassa, 2002. "Saddlepoint Approximation for the Distribution Function Near the Mean," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 743-747, December.
  • Handle: RePEc:spr:aistmt:v:54:y:2002:i:4:p:743-747
    DOI: 10.1023/A:1022455116811
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    References listed on IDEAS

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    1. S. Huzurbazar & Aparna V. Huzurbazar, 1999. "Survival and Hazard Functions for Progressive Diseases Using Saddlepoint Approximations," Biometrics, The International Biometric Society, vol. 55(1), pages 198-203, March.
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    Cited by:

    1. 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.

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    Keywords

    Saddlepoint approximation; singularity;

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