Free Access
Volume 16, 2012
Page(s) 86 - 96
Published online 02 July 2012
  1. O. Barndorff-Nielsen and D.R. Cox, Edgeworth and saddle-point approximations with statistical applications. J. R. Stat. Soc., Ser. B 41 (1979) 279–312. With discussion.
  2. R.N. Bhattacharya and R.R. Rao, Normal approximation and asymptotic expansions. Robert E. Krieger Publishing Co. Inc., Melbourne, FL (1986). Reprint of the 1976 original.
  3. H.E. Daniels, Tail probability approximations. Int. Stat. Rev. 55 (1987) 37–48. [CrossRef]
  4. P. Embrechts and C.M. Goldie, On convolution tails. Stoch. Proc. Appl. 13 (1982) 263–278. [CrossRef]
  5. B.-Y. Jing, Q.-M. Shao and W. Zhou, Saddlepoint approximation for Student’s t-statistic with no moment conditions. Ann. Stat. 32 (2004) 2679–2711. [CrossRef] [MathSciNet]
  6. C. Klüppelberg, Subexponential distributions and characterizations of related classes. Probab. Theory Relat. Fields 82 (1989) 259–269. [CrossRef]
  7. R. Lugannani and S. Rice, Saddle point approximation for the distribution of the sum of independent random variables. Adv. Appl. Probab. 12 (1980) 475–490. [CrossRef]
  8. I.F. Pinelis, Asymptotic equivalence of the probabilities of large deviations for sums and maximum of independent random variables, in Limit theorems of probability theory. “Nauka” Sibirsk. Otdel., Novosibirsk. Trudy Inst. Mat. 5 (1985) 144–173, 176.
  9. N. Reid, Saddlepoint methods and statistical inference. Stat. Sci. 3 (1988) 213–238. With comments and a rejoinder by the author. [CrossRef]
  10. Q.-M. Shao, Recent progress on self-normalized limit theorems, in Probability, finance and insurance. World Sci. Publ., River Edge, NJ (2004) 50–68.

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.