We give some asymptotic approximations for the upper tail probabilities of two nonparametric test statistics, namely the Wilcoxon signed-rank statistic and Kendall's tau coefficient. Then, we provide numerical comparisons, by comparing the exact probabilities with a normal approximation, a classical saddlepoint approximation, a Lugannani and Rice saddlepoint approximation and an Edgeworth expansion.

中文翻译：

---

一些非参数检验统计量的渐近尾近似

我们给出了两个非参数检验统计量的上尾概率的一些渐近近似值，即 Wilcoxon 有符号秩统计量和 Kendall 的 tau 系数。然后，我们通过将精确概率与正态近似、经典鞍点近似、Lugannani 和 Rice 鞍点近似以及 Edgeworth 展开进行比较，提供数值比较。