Tail exactness of multivariate saddlepoint approximations

Scandinavian Journal of Statistics

Volumn 26, Issue 2, 1999, Pages 253-264

  Barndorff Nielsen, O E ^b   Klüppelberg, Claudia ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b NONE

Author keywords

Asymptotic normality; Convex analysis; Exponential models; Legendre transform; Local limit theorem; Moment generating function; Saddlepoint approximation

Indexed keywords

EID: 0033148783     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00148     Document Type: Article

References (13)

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