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- W2001144080 abstract "Abstract Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. These are based on the expansion of the statistic up to the second order. Their accuracy is shown in a variety of examples, including logit and probit models and rank estimators for regression." @default.
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- W2001144080 date "1996-06-01" @default.
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- W2001144080 title "General Saddlepoint Approximations of Marginal Densities and Tail Probabilities" @default.
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- W2001144080 doi "https://doi.org/10.1080/01621459.1996.10476935" @default.
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