A fixed-point method for the saddlepoint approximation quantile

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作者：

Wang, Z.

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Communications in Statistics Part B: Simulation and Computation | 2000年 / 29卷 / 01期

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摘要：

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.

引用

页码：49 / 60

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