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Analytical approximations to conditional distribution functions
Authors:DICICCIO, THOMAS J.   MARTIN, MICHAEL A.   YOUNG, G. ALASTAIR
Affiliation:1Department of Statistics, Sequoia Hall, Stanford University Stanford, California 94305-4065, U.S.A.
2Statistical Laboratory, University of Cambridge 16 Mill Lane, Cambridge CB2 1SB, England
Abstract:
Keywords:Ancillary statistic    Conditional bootstrap    Laplace's method    Marginal density    Saddlepoint approximation    Tail probability approximation
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