Saddlepoint approximations for the difference of order statistics

Harvill, Jane L., Newton, H. Joseph . Biometrika 1995. 82 :226-231

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@article{CIS-124548,
  Author = {Harvill, Jane L. and Newton, H. Joseph},
  Title = {Saddlepoint approximations for the difference of order statistics},
  Journal = {Biometrika},
  Volume = {82},
  Year = {1995},
  Pages = {226--231},
  Keywords = {Noncentral chi-squared distribution, Nonlinear time series}
}

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