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Probability Theory and Related Fields

Volumn 136, Issue 4, 2006, Pages 541-559

Tail probability approximations for Student's t-statistics

(2) Zhou, Wang a Jing, Bing Yi b

a NATIONAL UNIVERSITY OF SINGAPORE (Singapore)

b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY (Hong Kong)

Author keywords

Nonlattice and lattice random variables; Saddlepoint approximation; Self normalized sum; Student's t statistic; Tail probability

Indexed keywords

EID: 33749007440 PISSN: 01788051 EISSN: None Source Type: Journal
DOI: 10.1007/s00440-005-0494-8 Document Type: Article

Times cited : (10)

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