Expansions and Asymptotics for Statistics

DOI10.1201/9781420011029MaRDI QIDQ3560918zbMATH OpenOpenAlexFDO

Authors Christopher G. Small

Publication date 17 May 2010

Full work available at URL https://doi.org/10.1201/9781420011029

zbMATH Keywords

continued fractionsdelta methodLaplace approximationLaplace serieslikelihood asymptoticsPade approximationssaddle-point approximationsummation of series

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic distribution theory in statistics (62E20)

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Cited in

(34)

• Application of the delta method to functions of the sample mean when observations are dependent
• Revisiting the saddle-point method of Perron
• Rendering deformed speckle images with a Boolean model
• Approximation of asymmetric multivariate return distributions
• Approximating predictive probabilities of Gibbs-type priors
• An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes
• Non-asymptotic analysis of approximations for multivariate statistics
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
• On approximating Mills ratio
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
• A Bayesian approach for some zero-modified Poisson mixture models
• Saddlepoint Approximations with Applications
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• Strength of tail dependence based on conditional tail expectation
• Approximating Mills ratio
• scientific article; zbMATH DE number 472961 (Why is no real title available?)
• Meta-analysis with fixed, unknown, study-specific parameters
• Binary prediction
• Binary response models comparison using the 𝛼-Chernoff divergence measure and exponential integral functions
• Series approximation methods in statistics.
• A new mixed‐effects regression model for the analysis of zero‐modified hierarchical count data
• Some examples of noncentral moderate deviations for sequences of real random variables
• On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction
• Asymptotic approximations of expectations of power means
• On monitoring high-dimensional processes with individual observations
• Testing independence based on Spearman’s footrule in high dimensions
• Time-dependent residual Fisher information and distance for some special continuous distributions
• Monotonicity results and new bounds for the Mills ratio
• Letter to the editors
• Sharp large deviation estimates for Gaussian extrema
• Spectral likelihood expansions for Bayesian inference
• Are ensembles getting better all the time?
• Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model

Describes a project that uses

Uses Software

• Maple

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