Approximate and estimated saddlepoint approximations
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Cites work
- Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations
- Calibrating Confidence Coefficients
- Exact saddlepoint approximations
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
- General Saddlepoint Approximations with Applications to L Statistics
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 3766847 (Why is no real title available?)
- scientific article; zbMATH DE number 48457 (Why is no real title available?)
- scientific article; zbMATH DE number 597896 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- scientific article; zbMATH DE number 3005430 (Why is no real title available?)
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- On the bootstrap saddlepoint approximations
- On the empirical saddlepoint approximation
- On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
- Saddle point approximation for the distribution of the sum of independent random variables
- Saddlepoint approximations for estimating equations
- Saddlepoint approximations for nonlinear statistics
- Saddlepoint approximations in resampling methods
- Saddlepoint Approximations in Statistics
- Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
- Simple Approximate Distributional Results for Confidence and Tolerance Limits for the Weibull Distribution Based on Maximum Likelihood Estimators
- Tail Probability Approximations
- The bootstrap and Edgeworth expansion
- Uniform validity of saddlepoint expansion on compact sets
Cited in
(29)- Saddlepoint approximation for the distribution function of the mean of random variables
- Reliabilities for feedback systems and their saddlepoint approximation.
- Saddlepoint approximation for the distribution function near the mean
- Some properties and improvements of the saddlepoint approximation in nonlinear regression
- Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
- An improved saddlepoint approximation
- Continuity corrections for integer-valued saddlepoint approximations
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
- Saddlepoint approximations
- Saddlepoint and estimated saddlepoint approximations for optimal unit root tests
- Saddlepoint approximations for bivariate distributions
- Saddlepoint approximations for estimating equations
- Two Types of Approximate Saddle Points
- Simulation-assisted saddlepoint approximation
- Maximum Attainable Accuracy of Inexact Saddle Point Solvers
- Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation
- General Saddlepoint Approximations with Applications to L Statistics
- scientific article; zbMATH DE number 4062273 (Why is no real title available?)
- On the empirical saddlepoint approximation
- scientific article; zbMATH DE number 176653 (Why is no real title available?)
- scientific article; zbMATH DE number 2038182 (Why is no real title available?)
- Partial Saddlepoint Approximations for Transformed Means
- A fixed-point method for the saddlepoint approximation quantile
- scientific article; zbMATH DE number 2151376 (Why is no real title available?)
- Saddlepoint approximation to the distribution of general statistics
- Saddlepoint approximation to the smooth functions of means model
- Edgeworth and saddlepoint expansions for nonlinear estimators
- Saddlepoint approximations for some models of circular data
- Tilted Edgeworth expansions for asymptotically normal vectors
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