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https://doi.org/10.1007/s00440-005-0494-8
| Title: | Tail probability approximations for Student's t-statistics | Authors: | Zhou, W. Jing, B.-Y. |
Keywords: | Nonlattice and lattice random variables Saddlepoint approximation Self-normalized sum Student's t-statistic Tail probability |
Issue Date: | Dec-2006 | Citation: | Zhou, W., Jing, B.-Y. (2006-12). Tail probability approximations for Student's t-statistics. Probability Theory and Related Fields 136 (4) : 541-559. ScholarBank@NUS Repository. https://doi.org/10.1007/s00440-005-0494-8 | Abstract: | In this paper, we derive saddlepoint approximations for Student's t-statistics for strongly nonlattice random variables without moment conditions. Under very mild conditions, we show that saddlepoint equations always have solutions. © Springer-Verlag Berlin Heidelberg 2006. | Source Title: | Probability Theory and Related Fields | URI: | http://scholarbank.nus.edu.sg/handle/10635/105398 | ISSN: | 01788051 | DOI: | 10.1007/s00440-005-0494-8 |
| Appears in Collections: | Staff Publications |
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