Saddlepoint approximations for studentized compound Poisson sums with no moment conditions in audit sampling

Saddlepoint approximations for studentized compound Poisson sums with no moment conditions in audit sampling

10.1007/s11425-010-4102-8

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Bibliographic Details
Main Authors: Zhou, G.L., Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Laplace approximation
Saddlepoint approximation
Self-normalized compound Poisson sum
Studentized compound Poisson sum
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105345
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Institution: National University of Singapore
Description
Summary:10.1007/s11425-010-4102-8

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