Statistical applications of large deviation theory
Quantile approximation
Skewness-kurtosis adjustments
Higher order equivalences
Orders of local alternatives
References:
- Approximating large quantiles.Preprint 97/5 University of Rostock, Mathematical Department.
- with C. Ittrich and D. Krause . Probabilities and
large quantiles of noncentral generalized chi-square distributions. Statistics 34 (2000), 53-101.
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© Wolf-Dieter Richter, April 2001.