Stat 581

References for the saddlepoint approximation

Book

Barndorff-Nielsen, O. E., and Cox, D. R. (1994): Inference and asymptotics. London: Chapman & Hall.

Papers

Barndorff-Nielsen, O., and Cox, D. R. (1979): Edgeworth and saddle-point approximations with statistical applications (with discussion). J. R. Statist. Soc. B 41: 279-312

Reid, N. (1988): Saddlepoint methods and statistical inference (with discussion). Stat. Sci. 3: 213-238

History

Daniels, H. E. (1954): Saddlepoint approximations in statistics. Ann. Math. Statist. 25: 631-650

Esscher, F. (1932): The probability function in the collective theory of risk. Skand. Aktuarietidskr. 15: 175-195.

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