Saddlepoint methods present a convenient way to approximate probabilities associated with canonical sufficient statistic vectors in generalized linear models. Implementing saddlepoint approximations requires calculating maximum likelihood estimators for the associated parameters. When the...

Hettmansperger (1984) quotes a result showing that the distribution function of the Wilcoxon signed rank statistic is approximated by the usual Edgeworth series using the first four cumulants, to 0(n-1). In light of standard Edgeworth series results for random variables confined to a lattice,...

This paper presents results showing that the error involved in using the double saddlepoint distribution function approximations of Skovgaard (1987,J. Appl. Probab.24875-887) are uniformly bounded. Particular attention is paid to distributions of sufficient statistics arising from generalized...