Multivariate saddlepoint tail probability approximations

DOI10.1214/aos/1046294465zbMath1018.62012MaRDI QIDQ1394766

John E. Kolassa

Publication date: 11 September 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1046294465

zbMATH Keywords

tail probability; uniformization; conditional probability; hypergeometric distribution; integral expansions; lattice variable

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

60E99: Distribution theory

Related Items

Approximate multivariate conditional inference using the adjusted profile likelihood, Saddlepointp-values for a class of tests for comparing competing risks with censored data, System reliability analysis with saddlepoint approximation, Multivariate saddlepoint approximations in tail probability and conditional inference, Tilted Edgeworth expansions for asymptotically normal vectors, A refinement to approximate conditional inference

Cites Work

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• Saddlepoint approximations for bivariate distributions
• Saddlepoint expansions for conditional distributions
• Saddle point approximation for the distribution of the sum of independent random variables
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• Infinite Parameter Estimates in Logistic Regression, with Application to Approximate Conditional Inference
• Tail Probability Approximations
• Uniform validity of saddlepoint expansion on compact sets
• Saddlepoint Approximations in Statistics