Modified saddlepoint density estimates

MaRDI QIDQ3383025zbMATH OpenFDO

Authors Serge B. Provost, Susan Sheng

Publication date 23 September 2021

Full work available at URL http://rsmams.org/journals/articleinfo.php?articleid=155&tag=seajmams

zbMATH Keywords

big databivariate density estimatedensity estimationempirical cumulant-generating functionmomentssaddlepoint approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Density estimation (62G07) Multivariate distribution of statistics (62H10)

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Cites work

• A Look at Some Data on the Old Faithful Geyser
• An improved saddlepoint approximation based on the negative binomial distribution for the general birth process
• Empirical saddlepoint approximations of the Studentized mean under stratified random sam\-pling
• scientific article; zbMATH DE number 597896 (Why is no real title available?)
• Improved orthogonal polynomial density estimates
• Multivariate saddlepoint approximations in tail probability and conditional inference
• On the empirical saddlepoint approximation
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint and estimated saddlepoint approximations for optimal unit root tests
• Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations to the moments of multitype age-dependent branching processes, with applications
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author

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