Saddlepoint approximation for student's t-statistic with no moment conditions

Annals of Statistics

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Main Authors:	Jing, B.-Y., Shao, Q.-M., Zhou, W.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Absolute error Asymptotic normality Edgeworth expansion Large deviation Relative error Saddlepoint approximation Self-normalized sum Student's t-statistic
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/104074
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-104074
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spelling	sg-nus-scholar.10635-1040742018-12-24T06:38:18Z Saddlepoint approximation for student's t-statistic with no moment conditions Jing, B.-Y. Shao, Q.-M. Zhou, W. STATISTICS & APPLIED PROBABILITY MATHEMATICS Absolute error Asymptotic normality Edgeworth expansion Large deviation Relative error Saddlepoint approximation Self-normalized sum Student's t-statistic Annals of Statistics 32 6 2679-2711 2014-10-28T02:44:56Z 2014-10-28T02:44:56Z 2004-12 Article Jing, B.-Y., Shao, Q.-M., Zhou, W. (2004-12). Saddlepoint approximation for student's t-statistic with no moment conditions. Annals of Statistics 32 (6) : 2679-2711. ScholarBank@NUS Repository. 00905364 http://scholarbank.nus.edu.sg/handle/10635/104074 000227285700013 Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Absolute error Asymptotic normality Edgeworth expansion Large deviation Relative error Saddlepoint approximation Self-normalized sum Student's t-statistic
spellingShingle	Absolute error Asymptotic normality Edgeworth expansion Large deviation Relative error Saddlepoint approximation Self-normalized sum Student's t-statistic Jing, B.-Y. Shao, Q.-M. Zhou, W. Saddlepoint approximation for student's t-statistic with no moment conditions
description	Annals of Statistics
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Jing, B.-Y. Shao, Q.-M. Zhou, W.
format	Article
author	Jing, B.-Y. Shao, Q.-M. Zhou, W.
author_sort	Jing, B.-Y.
title	Saddlepoint approximation for student's t-statistic with no moment conditions
title_short	Saddlepoint approximation for student's t-statistic with no moment conditions
title_full	Saddlepoint approximation for student's t-statistic with no moment conditions
title_fullStr	Saddlepoint approximation for student's t-statistic with no moment conditions
title_full_unstemmed	Saddlepoint approximation for student's t-statistic with no moment conditions
title_sort	saddlepoint approximation for student's t-statistic with no moment conditions
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104074
_version_	1681093039589687296

Saddlepoint approximation for student's t-statistic with no moment conditions

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