DiCiccio, Thomas J.; Martin, Michael A.; Alastair Young, G. - In: Statistics & Probability Letters 12 (1991) 3, pp. 249-255
Asymptotic approximations of marginal densities and tail probabilities for smooth functions of a continuous random vector, developed by Tierney, Kass and Kadane (1989) and DiCiccio and Martin (1991), respectively, in general fail to be invariant under transformations of the underlying random...