Higher-order approximations to conditional distribution functions. (English) Zbl 0897.62016

Summary: This paper derives higher-order terms in the double-saddlepoint expansion of I. M. Skovgaard [J. Appl. Probab. 24, No. 4, 875-887 (1987; Zbl 0638.62018)] for a unidimensional conditional cumulative distribution function. Expansions for continuous and lattice random variables are derived. Results are applied to the sufficient statistic in logistic regression.


62E17 Approximations to statistical distributions (nonasymptotic)
62E20 Asymptotic distribution theory in statistics


Zbl 0638.62018
Full Text: DOI


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