Topic: Edgeworth and Saddlepoint Methods

Saddlepoint Approximations for Exponential-Family Sums

Numerical Solution of Saddlepoint Equations

Multivariate Saddlepoint Approximation

Multivariate Edgeworth Density Expansions

Lattice Corrections in Edgeworth Expansions

Lattice Saddlepoint Approximations for Point Probabilities

Integrating Edgeworth Densities to Approximate CDFs

Hermite Polynomials in Edgeworth Corrections

Fourier Inversion for Edgeworth Density Expansions

Exponential Tilting Derivation of the Saddlepoint Density