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

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

10.1214/009053604000000742

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Bibliographic Details
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/10635/53146
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/53146

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