General Saddlepoint Approximations with Applications to L Statistics
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Cited in
(63)- Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
- An extended empirical saddlepoint approximation for intractable likelihoods
- Small sample approximations for spacing statistics
- Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
- Saddlepoint approximations to the trimmed mean
- Small sample asymptotics: A review with applications to robust statistics
- The bias and skewness of M-estimators in regression
- Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics
- The empirical saddlepoint estimator
- Saddlepoint approximations for affine jump-diffusion models
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- Saddlepoint expansions for GEL estimators
- An improved saddlepoint approximation
- Practical small sample inference for single lag subset autoregressive models
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
- Saddlepoint approximations for continuous-time Markov processes
- An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
- Saddlepoint approximations to the density and the distribution functions of linear combinations of ratios of partial sums
- A von Mises approximation to the small sample distribution of the trimmed mean
- On the problem of inference for inequality measures for heavy-tailed distributions
- Saddlepoint approximations for linear combination and generalization of normal-Laplace distribution
- Saddlepoint approximations to option price in a regime-switching model
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
- Approximate and estimated saddlepoint approximations
- Approximating the distribution of Greenwood's statistic
- Saddlepoint approximations for estimating equations
- Modified saddlepoint density estimates
- One-sample location test based on the sign and Wilcoxon signed-rank tests
- Saddlepoint approximation to an important statistic
- Saddlepoint approximations for nonlinear statistics
- Randomization distributions and saddlepoint approximations in generalized linear models
- Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
- General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
- General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses
- Asymptotic approximations to the distribution of Kendall's sample τ
- scientific article; zbMATH DE number 3934197 (Why is no real title available?)
- Uniform saddlepoint approximations
- scientific article; zbMATH DE number 51419 (Why is no real title available?)
- scientific article; zbMATH DE number 176653 (Why is no real title available?)
- General saddlepoint approximations to distributions under an elliptical population
- Saddlepoint expansions in finite population problems
- Saddlepoint confidence intervals for variance components
- Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
- Improved Error Bounds for Genetic Distances from Dna Sequences
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics
- Saddlepoint approximation to the distribution of general statistics
- scientific article; zbMATH DE number 7387542 (Why is no real title available?)
- A note on the most powerful invariant test of Rayleigh against exponential distribution
- Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
- Finite-sample density and its small sample asymptotic approximation
- Applying the saddlepoint approximation to bivariate stochastic processes
- Stable Asymptotics for M‐estimators
- Saddlepoint Approximations for Spatial Panel Data Models
- Generalized Laguerre expansions of multivariate probability densities with moments
- A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model
- Advanced approach to estimate stopped sum geometric distribution in insurance system using saddle-point approximation
- Tilted Edgeworth expansions for asymptotically normal vectors
- Special cases of second order Wiener germ approximations
- Saddlepoint approximations in resampling analysis
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