Higher-order approximations to conditional distribution functions

• 成果类型: Article
• 署名作者: Kolassa, JE
• 署名单位: University of Rochester
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 353-364
• 关键词: saddlepoint approximations

摘要

This paper derives higher-order terms in the double-saddlepoint expansion of Skovgaard for a unidimensional conditional cumulative distribution function. Expansions for continuous and lattice random variables are derived. Results are applied to the sufficient statistic in logistic regression.