Gatto, Riccardo Ronchetti, Elvezio 1995 Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. They are based on the expansion of the statistic up to the second order. Their accuracy is shown in a variety of examples, including logit and probit models and rank estimators for regression. application/pdf https://n2t.net/ark:/12658/srd1318112 https://susi.usi.ch/global/documents/318112 https://susi.usi.ch/documents/318112/files/ronchetti_JASA_1996.pdf eng http://www.jstor.org/stable/2291662 info:eu-repo/semantics/altIdentifier/ark/12658/srd1318112 info:eu-repo/semantics/openAccess License undefined Journal of the American statistical association. - American statistical association. - 1996, vol. 91, no. 434, p. 666-673 Bootstrap logit model marginal distribution M-estimator probit model rank estimator U-statistic von Mises expansion info:eu-repo/classification/udc/33 General saddlepoint approximations of marginal densities and tail probabilities http://purl.org/coar/resource_type/c_6501