Full entry |
PDF
(1.3 MB)
Feedback

tail probabilities; saddlepoint approximations

References:

[1] Bahadur R. R., Rao R. Ranga: **On deviations of the sample mean**. Ann. Math. Statist. 31 (1960), 1015–1027 DOI 10.1214/aoms/1177705674 | MR 0117775

[2] Barndorff-Nielsen O. E., Cox D. R.: **Asymptotic Techniques for Use in Statistics**. Chapman and Hall, London 1989 MR 1010226 | Zbl 0672.62024

[3] Daniels H. E.: **Saddlepoint approximations in statistics**. Ann. Math. Statist. 25 (1954), 631–649 DOI 10.1214/aoms/1177728652 | MR 0066602 | Zbl 0058.35404

[4] Feller W.: **An Introduction to Probability Theory and its Applications**. Vol. I. Wiley, New York 1968 MR 0228020 | Zbl 0598.60003

[5] Field C. A., Ronchetti E.: **A tail area influence function and its application to testing**. Comm. Statist. C 4 (1985), 19–41 MR 0795262 | Zbl 0592.62030

[6] García–Pérez A.: **Behaviour of sign test and one sample median test against changes in the model**. Kybernetika 32 (1996), 159–173 MR 1385860 | Zbl 0873.62046

[7] Jensen J. L.: **Saddlepoint Approximations**. Oxford University Press, New York 1995 MR 1354837 | Zbl 0764.62021