Monti, Anna Clara A new look at the relationship between Edgeworth expansion and saddlepoint approximation. (English) Zbl 0765.62025 Stat. Probab. Lett. 17, No. 1, 49-52 (1993). Summary: The Edgeworth expansion of the density of the sample mean is obtained, up to the second order, by expanding the saddlepoint approximation. This is achieved through an expansion of the saddlepoint which gives an explicit formula to the latter approximation. Cited in 4 Documents MSC: 62E20 Asymptotic distribution theory in statistics Keywords:small sample asymptotics; Edgeworth expansion; second order; saddlepoint approximation; explicit formula PDFBibTeX XMLCite \textit{A. C. Monti}, Stat. Probab. Lett. 17, No. 1, 49--52 (1993; Zbl 0765.62025) Full Text: DOI References: [1] Daniels, H. E., Saddlepoint approximation in statistics, Ann. Math. Statist., 25, 631-650 (1954) · Zbl 0058.35404 [2] Field, C. A.; Hampel, F. R., Small-sample asymptotic distributions for M-estimators of location, Biometrika, 62, 29-46 (1982) · Zbl 0495.62025 [3] Ronchetti, E.; Welsh, A., Empirical small sample asymptotics for Multivariate M-estimators, J. Roy. Statist. Soc. Ser. B. (1991), to appear in This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.