Pages that link to "Item:Q3860576"
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The following pages link to Saddle point approximation for the distribution of the sum of independent random variables (Q3860576):
Displaying 50 items.
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- Comparing scale parameters in several gamma distributions with known shapes (Q2228240) (← links)
- An introduction to Bent Jørgensen's ideas (Q2233633) (← links)
- Saddlepoint approximations for tests of dispersion (Q2255785) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Approximations of the cumulative distribution function for infinite weighted sum of random variables (Q2273733) (← links)
- Third-order inference for autocorrelation in nonlinear regression models (Q2276174) (← links)
- Saddlepoint approximations for the distribution of some robust estimators of the variogram (Q2303033) (← links)
- Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework (Q2323171) (← links)
- Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions (Q2325375) (← links)
- Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items (Q2331177) (← links)
- Second-order probability matching priors for the person parameter in unidimensional IRT models (Q2331191) (← links)
- Saddlepoint expansions for GEL estimators (Q2353365) (← links)
- Saddlepoint \(p\)-values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design (Q2354750) (← links)
- Converting observed likelihood functions to tail probabilities (Q2365196) (← links)
- Influence on tests with focus on linear models (Q2370478) (← links)
- Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions (Q2388339) (← links)
- Saddlepoint approximation for moment generating functions of truncated random variables (Q2388340) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Lot acceptance and compliance testing based on the sample mean and minimum/maximum (Q2431585) (← links)
- Tail probability approximations for Student's \(t\)-statistics (Q2431747) (← links)
- Conditional saddlepoint approximations for non--continuous and non--lattice distributions (Q2433822) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- Computation of distribution functions from likelihood information near observed data (Q2485979) (← links)
- Chi-square tests under models close to the normal distribution (Q2499573) (← links)
- Ancillaries and conditional inference (with comments and rejoinder) (Q2503934) (← links)
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928) (← links)
- Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
- Fast and Accurate Inference for the Smoothing Parameter in Semiparametric Models (Q2802824) (← links)
- Improved Measures of the Spread of Data for Some Unknown Complex Distributions Using Saddlepoint Approximations (Q2809580) (← links)
- Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations (Q2854076) (← links)
- A Practical Procedure to Find Matching Priors for Frequentist Inference (Q2859314) (← links)
- Saddlepoint Approximations for Stopped-Sum Distributions (Q2864690) (← links)
- Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums (Q2873915) (← links)
- A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model (Q2890120) (← links)
- Simultaneous Credible Bands for Latent Gaussian Models (Q2911694) (← links)
- Accurate inference for scale and location families (Q2934845) (← links)
- Third-order likelihood-based inference for the log-normal regression model (Q2953259) (← links)
- Bootstrap and Second-Order Tests of Risk Difference (Q3064294) (← links)
- SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
- Directional tests and statistical frames (Q3136507) (← links)
- Approximate and estimated saddlepoint approximations (Q3148215) (← links)
- EXPANSIONS FOR SUMS OF RAYLEIGHS (Q3183126) (← links)
- (Q3383025) (← links)
- One-sample location test based on the sign and Wilcoxon signed-rank tests (Q3390469) (← links)
- A Proof of the Asymptotic Equivalence of Two-Tail Probability Approximations (Q3435975) (← links)
- The power of the modified Wilcoxon rank-sum test for the one-sided alternative (Q3462122) (← links)
- Saddlepoint approximations for nonlinear statistics (Q3490767) (← links)
- Sample Size and Power Calculations for Left-Truncated Normal Distribution (Q3499072) (← links)
- Simulation-assisted saddlepoint approximation (Q3527736) (← links)