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We obtain an explicit form for the error term in the approximation, investigate the effect of renormalizing the estimator, carry out some numerical comparisons and discuss the regression problem.<\/jats:p>","DOI":"10.1111\/j.2517-6161.1994.tb01980.x","type":"journal-article","created":{"date-parts":[[2018,12,7]],"date-time":"2018-12-07T06:59:09Z","timestamp":1544165949000},"page":"313-326","source":"Crossref","is-referenced-by-count":33,"title":["Empirical Saddlepoint Approximations for Multivariate M-Estimators"],"prefix":"10.1093","volume":"56","author":[{"given":"Elvezio","family":"Ronchetti","sequence":"first","affiliation":[{"name":"University of Geneva \u00a0 Switzerland"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"A. 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