Explaining the saddlepoint approximation

Goutis, Constantino, Casella, George . The American Statistician 1999. 53 :216-224

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Bibtex

@article{CIS-153159,
  Author = {Goutis, Constantino and Casella, George},
  Title = {Explaining the saddlepoint approximation},
  Journal = {The American Statistician},
  Volume = {53},
  Year = {1999},
  Pages = {216--224},
  Keywords = {Maximum likelihood estimator, Fourier transform, Edgeworth expansion, Moment generating function, Taylor series, Laplace method}
}

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