Exploring the relation between the r* approximation and the Edgeworth expansion
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References listed on IDEAS
- Killmann Frank & von Collani Elart, 2001. "A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control," Stochastics and Quality Control, De Gruyter, vol. 16(1), pages 17-41, January.
- 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.
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- 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.
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KeywordsAsymptotic statistics; Edgeworth expansion; r* saddlepoint approximation; Cumulants;
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