Multivariate saddlepoint tail probability approximations

DOI10.1214/aos/1046294465zbMath1018.62012OpenAlexW2066232017MaRDI QIDQ1394766

John E. Kolassa

Publication date: 11 September 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1046294465

zbMATH Keywords

tail probabilityuniformizationconditional probabilityhypergeometric distributionintegral expansionslattice variable

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Distribution theory (60E99)

Related Items (6)

Approximate multivariate conditional inference using the adjusted profile likelihood ⋮ System reliability analysis with saddlepoint approximation ⋮ Multivariate saddlepoint approximations in tail probability and conditional inference ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Saddlepointp-values for a class of tests for comparing competing risks with censored data ⋮ A refinement to approximate conditional inference

Cites Work

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• Uniformity of double saddlepoint conditional probability approximations
• Saddlepoint approximations for bivariate distributions
• Saddlepoint expansions for conditional distributions
• Saddle point approximation for the distribution of the sum of independent random variables
• Improving on exact tests by approximate conditioning
• Infinite Parameter Estimates in Logistic Regression, with Application to Approximate Conditional Inference
• Tail Probability Approximations
• Uniform validity of saddlepoint expansion on compact sets
• Saddlepoint Approximations in Statistics

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