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May, 1988 Saddlepoint Methods and Statistical Inference
N. Reid
Statist. Sci. 3(2): 213-227 (May, 1988). DOI: 10.1214/ss/1177012906

Abstract

This paper reviews Daniels' saddlepoint approximation to the distribution of the mean of a random sample, and the many aspects of second order asymptotic inference that have been developed from it. These include Barndorff-Nielsen's approximation to the distribution of the maximum likelihood estimate, Bartlett factors for the likelihood ratio statistic and approximations to predictive and conditional likelihood. The emphasis is on statistical applications of the saddlepoint method. The intention is to provide fairly broad coverage of the literature and to indicate possibilities for future development. An annotated bibliography is included.

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N. Reid. "Saddlepoint Methods and Statistical Inference." Statist. Sci. 3 (2) 213 - 227, May, 1988. https://doi.org/10.1214/ss/1177012906

Information

Published: May, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0955.62541
MathSciNet: MR968390
Digital Object Identifier: 10.1214/ss/1177012906

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.3 • No. 2 • May, 1988
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