Saddlepoint Approximations in Statistics

DOI10.1214/aoms/1177728652zbMath0058.35404OpenAlexW2049361783WikidataQ56907063 ScholiaQ56907063MaRDI QIDQ5831508

Henry E. Daniels

Publication date: 1954

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

Full work available at URL: https://doi.org/10.1214/aoms/1177728652

zbMATH Keywords

statistics

Related Items (only showing first 100 items - show all)

Nonparametric optimal designs for degradation tests ⋮ Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes ⋮ Hyperparameter estimation using a resolution matrix for Bayesian sensing ⋮ The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison ⋮ Small sample confidence intervals for survival functions under the proportional hazards model ⋮ Modified profile likelihood estimation for the Weibull regression models in survival analysis ⋮ Parameter estimation for discretely observed linear birth‐and‐death processes ⋮ Visualizations for Genetic Assignment Analyses Using the Saddlepoint Approximation Method ⋮ Modern Likelihood‐Frequentist Inference ⋮ On the largest part size of low‐rank combinatorial assemblies ⋮ Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling ⋮ Stable Asymptotics for M‐estimators ⋮ A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables ⋮ The stability of the probability of ruin ⋮ Bivariate symmetry tests for complete and competing risks data: a saddlepoint approach ⋮ The distribution of the sum of independent and non identically generalized Lindley random variables ⋮ Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design ⋮ Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals ⋮ Beta approximation and its applications ⋮ Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions ⋮ On modified Anderson-Darling test statistics with asymptotic properties ⋮ A novel geometric AR(1) model and its estimation ⋮ Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics ⋮ A Maxwell principle for generalized Orlicz balls ⋮ Expansions for posterior distributions ⋮ Saddlepoint approximation in the linear structural relationship model ⋮ Saddlepoint Approximations for Spatial Panel Data Models ⋮ Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models ⋮ Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Saddlepointp-values for a class of tests for comparing competing risks with censored data ⋮ A mixed model formulation for designing cluster randomized trials with binary outcomes ⋮ TRANSFORMATIONS FOR MULTIVARIATE STATISTICS ⋮ Uniform validity of saddlepoint expansion on compact sets ⋮ SOME NEW RELIABILITY BOUNDS FOR SUMS OF NBUE RANDOM VARIABLES ⋮ Evaluating the Accuracy of Small P‐Values In Genetic Association Studies Using Edgeworth Expansions ⋮ MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS ⋮ A Jaccard-Like Symbol and Its Usefulness in the Derivation of Amino Acid Distributions in Protein Domain Families ⋮ Higher-Order Infinitesimal Robustness ⋮ Applying the saddlepoint approximation to bivariate stochastic processes ⋮ Approximation to the moments of ratios of cumulative sums ⋮ THE EXPECTED SHORTFALL OF QUADRATIC PORTFOLIOS WITH HEAVY‐TAILED RISK FACTORS ⋮ Simulation of Tempered Stable Lévy Bridges and Its Applications ⋮ Improved Error Bounds for Genetic Distances from Dna Sequences ⋮ Three enigmatic examples and inference from likelihood ⋮ High-order stochastic simulation of complex spatially Distributed natural phenomena ⋮ Estimation in discrete parameter models ⋮ Approximating the tail probabilities of the longest run in a sequence of Bernoulli trials ⋮ Accurate tests for the equality of coefficients of variation ⋮ Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators ⋮ Saddlepoint approximations for subordinator processes ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS ⋮ Saddlepoint approximation methods for testing of serial correlation in panel time series data ⋮ Asymptotic tail approximations for some nonparametric test statistics ⋮ Parameter estimation for multivariate population processes: a saddlepoint approach ⋮ EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS ⋮ Saddlepoint tests for quantile regression ⋮ Superlarge Deviation Probabilities for Sums of Independent Random Variables with Exponentially Decreasing Tails. II ⋮ Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications ⋮ The p-value Function and Statistical Inference ⋮ A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives ⋮ Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters ⋮ Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion ⋮ Saddlepoint approximations for continuous-time Markov processes ⋮ Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes ⋮ Time evolution of relative entropies for anomalous diffusion ⋮ Saddlepoint approximations to the trimmed mean ⋮ Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach ⋮ On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ Composite likelihood inference by nonparametric saddlepoint tests ⋮ Probability distribution as a path and its action integral ⋮ Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing ⋮ An approach to the residence time distribution for stochastic multi-compartment models ⋮ Some results on the asymptotic behaviour of coefficients of large powers of functions ⋮ Small sample asymptotics: A review with applications to robust statistics ⋮ Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ On multidimensional expansions of distributions of sums by the saddle point method ⋮ Saddlepoint approximation in exponential models with boundary points ⋮ Normed likelihood as saddlepoint approximation ⋮ Numerical conversion of likelihood to significance ⋮ The asymptotic behavior of queueing systems: Large deviations theory and dominant pole approximation ⋮ Saddle point approximations to probabilities of sample mean deviations ⋮ Edgeworth and saddle-point approximations for random rectangular matrices ⋮ Joint densities for random walks in the plane ⋮ On Sevast'yanov's theorem ⋮ The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions ⋮ A Bayesian approach to Weibull survival models -- application to a cancer clinical trial ⋮ System reliability analysis with saddlepoint approximation ⋮ A comparative study of probability estimation methods for reliability analysis ⋮ Unified uncertainty analysis by the mean value first order saddlepoint approximation ⋮ Robust design optimization by polynomial dimensional decomposition ⋮ Uniformity of double saddlepoint conditional probability approximations ⋮ Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks ⋮ Robust small sample accurate inference in moment condition models ⋮ Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion ⋮ A reversion of the Chernoff bound ⋮ Quadrature methods for computing distributions. ⋮ A generalization of the Buckley-Osthus model for web graphs

This page was built for publication: Saddlepoint Approximations in Statistics