Saddle point approximations to the density of a sum of Li.d. random variables are introduced via exponential tilting and an Edgeworth expansion in the conjugate family of distributions. Applications to exponential families and generalized linear models are reviewed.
CITATION STYLE
Seeber, G. U. H. (1992). Saddlepoint Approximations for Generalized Linear Models: A Gentle Introduction (pp. 195–200). https://doi.org/10.1007/978-1-4612-2952-0_30
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