Saddlepoint Approximations with Applications
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TAUBERIAN PROPERTY IN SADDLEPOINT APPROXIMATIONS
A Tauberian theorem which is related to the saddlepoint in the saddlepoint approximations of $ M $-estimates is investigated. It is shown that the asymptotic behavior of the saddlepoint at infinity plays a substantial role in this context. We also show a pointwise convergence of a sequence of the saddlepoints which may be taken as a version of the ...
openaire
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