Multivariate saddlepoint tail probability approximations
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- Multivariate saddlepoint approximations in tail probability and conditional inference
- Uniformity of double saddlepoint conditional probability approximations
- Simulation-assisted saddlepoint approximation
- Saddlepoint approximations for the generalized variance and Wilks' statistic
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
Cites work
- scientific article; zbMATH DE number 3766847 (Why is no real title available?)
- Improving on exact tests by approximate conditioning
- Infinite Parameter Estimates in Logistic Regression, with Application to Approximate Conditional Inference
- Saddle point approximation for the distribution of the sum of independent random variables
- Saddlepoint approximations for bivariate distributions
- Saddlepoint Approximations in Statistics
- Saddlepoint expansions for conditional distributions
- Tail Probability Approximations
- Uniform validity of saddlepoint expansion on compact sets
- Uniformity of double saddlepoint conditional probability approximations
Cited in
(26)- A note on the tail accuracy of the univariate saddlepoint approximation
- Uniformity of double saddlepoint conditional probability approximations
- A refinement to approximate conditional inference
- Saddlepoint expansions in linear regression.
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
- Saddlepoint approximations for bivariate distributions
- Saddlepoint Approximations for a Product and Its Application
- System reliability analysis with saddlepoint approximation
- scientific article; zbMATH DE number 4106036 (Why is no real title available?)
- Saddlepoint approximations for the generalized variance and Wilks' statistic
- Saddlepoint Approximation for Multivariate Cumulative Distribution Functions and Probability Computations in Sampling Theory and Outlier Testing
- General saddlepoint approximations and normalizing transformations for multivariate statistics
- Saddlepoint approximations for multinomial distributions,with applications to the joint
- A Saddle Point Approximation for Certain Multivariate Tail Probabilities
- Approximate multivariate conditional inference using the adjusted profile likelihood
- Tail Exactness of Multivariate Saddlepoint Approximations
- Statistical modelling and saddle-point approximation of tail probabilities for accumulated splice loss in fibre-optic networks
- Parameter estimation for multivariate population processes: a saddlepoint approach
- Saddlepoint p-values for a class of tests for comparing competing risks with censored data
- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators
- Applying the saddlepoint approximation to bivariate stochastic processes
- Multivariate saddlepoint approximations in tail probability and conditional inference
- Power calculations and critical values for two-stage nonparametric testing regimes
- Laplace and saddlepoint approximations in high dimensions
- Tilted Edgeworth expansions for asymptotically normal vectors
- Approximating the distribution function of risk
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