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

10.1214/009053604000000742

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Main Authors: Jing, B.-Y., Shao, Q.-M., Zhou, W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/53146
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-531462023-10-29T21:28:24Z 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 10.1214/009053604000000742 Annals of Statistics 32 6 2679-2711 2014-05-19T02:54:49Z 2014-05-19T02:54:49Z 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. https://doi.org/10.1214/009053604000000742 00905364 http://scholarbank.nus.edu.sg/handle/10635/53146 000227285700013 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
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 10.1214/009053604000000742
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/10635/53146
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