Abstract
In this paper, we derive saddlepoint approximations for Student's t-statistics for strongly nonlattice random variables without moment conditions. Under very mild conditions, we show that saddlepoint equations always have solutions.
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Supported in part by the grants R-155-050-055-133/101 and R-155-000-035-112 at the National University of Singapore
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Zhou, W., Jing, BY. Tail probability approximations for Student's t-statistics. Probab. Theory Relat. Fields 136, 541–559 (2006). https://doi.org/10.1007/s00440-005-0494-8
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DOI: https://doi.org/10.1007/s00440-005-0494-8