General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
From MaRDI portal
Publication:3129047
DOI10.2307/2291662zbMath0869.62017OpenAlexW4240282700MaRDI QIDQ3129047
Elvezio Ronchetti, Riccardo Gatto
Publication date: 27 April 1997
Full work available at URL: https://doi.org/10.2307/2291662
bootstraptail probabilitiesprobit modelssaddlepoint approximationsnonlinear statisticsvon Mises expansionlogit modelmarginal densitiesrank estimators\(M\) estimator\(U\) statistic
Related Items (26)
Von Mises approximation of the critical value of a test ⋮ Robust and accurate inference for generalized linear models ⋮ Approximate multivariate conditional inference using the adjusted profile likelihood ⋮ Robust inference by influence functions ⋮ Robust tests for linear regression models based on \(\tau\)-estimates ⋮ Bootstrap adjustments of signed scoring rule root statistics ⋮ System reliability analysis with saddlepoint approximation ⋮ Quadrature methods for computing distributions. ⋮ Stable Asymptotics for M‐estimators ⋮ Saddlepoint Approximations for Spatial Panel Data Models ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators ⋮ Saddlepoint confidence intervals for variance components ⋮ Saddlepoint approximations and tests based on multivariate \(M\)-estimates. ⋮ Regularization parameter selection for penalized empirical likelihood estimator ⋮ Improved Error Bounds for Genetic Distances from Dna Sequences ⋮ Saddlepoint approximation based structural reliability analysis with non-normal random variables ⋮ Saddlepoint approximations for short and long memory time series: a frequency domain approach ⋮ Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression ⋮ General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses ⋮ Asymptotic approximations to the distribution of Kendall's sample τ ⋮ Target estimation for bias and mean square error reduction ⋮ Second-order accurate inference on eigenvalues of covariance and correlation matrices ⋮ Multivariate Saddlepoint test for the wrapped normal model ⋮ General saddlepoint approximations to distributions under an elliptical population ⋮ Approximate and estimated saddlepoint approximations
This page was built for publication: General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
