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  A fixed-point method for the saddlepoint approximation quantile
 
 
Title: A fixed-point method for the saddlepoint approximation quantile
Author: Wang, Zheng
Appeared in: Communications in statistics
Paging: Volume 29 (2000) nr. 1 pages 49-60
Year: 2000
Contents: A fixed-point method is proposed for calculating quantiles of the sample mean for a saddlepoint approximation. We show that this method has fast convergence rate and can be extended to more general statistics. Examples are given to show the accuracy of the approximation.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 20 found articles
 
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