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MR1707861 (2000f:62121) 62G30 (62E17 62G10) Ma, Chunsheng; Robinson, John Saddlepoint approximations for the difference of order statistics and Studentized sample quantiles. J. R. Stat. Soc. Ser. B Stat. Methodol. 61 (1999), no. 3, 563--577.

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