TAUBERIAN PROPERTY IN SADDLEPOINT APPROXIMATIONS
Author(s) -
Hiroyuki Takeuchi
Publication year - 2006
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/12602
Subject(s) - property (philosophy) , mathematics , mathematical economics , econometrics , statistics , calculus (dental) , philosophy , medicine , epistemology , dentistry
A Tauberian theorem which is related to the saddlepoint in the saddlepoint approximations of M -estimates is investigated. It is shown that the asymptotic behavior of the saddlepoint at infinity plays a substantial role in this context. We also show a pointwise convergence of a sequence of the saddlepoints which may be taken as a version of the continuity theorem by Lévy. The saddlepoint has no little amounts of information with respect to underlying distribution function.
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