Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
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DOI: 10.3150/18-bej1093
Abstract: Most theoretical results on the relative errors of saddlepoint approximations in the extreme tails have involved placing conditions on the density/mass function. Checking the validity of such conditions is problematic when density/mass functions are intractable,… read more here.
Keywords: density mass; saddlepoint relative; limiting saddlepoint; purely tauberian ... See more keywords