Saddlepoint approximations for bivariate distributions

DOI10.2307/3214543zbMATH Open0715.60020OpenAlexW2324223925MaRDI QIDQ3201155FDOQ3201155

Authors: Suojin Wang 

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214543

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zbMATH Keywords

saddlepoint approximationMonte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Distribution theory (60E99)

Cited In (23)

• Saddlepoint \(p\)-values for two-sample bivariate tests
• Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
• Saddlepoint Approximations for a Product and Its Application
• Multivariate saddlepoint tail probability approximations
• Saddlepoint approximations for nonlinear statistics
• Saddlepoint approximations for the normalizing constant of Fisher-Bingham distributions on products of spheres and Stiefel manifolds
• Tilted Edgeworth expansions for asymptotically normal vectors
• Saddlepoint approximation to the smooth functions of means model
• Partial Saddlepoint Approximations for Transformed Means
• Applying the saddlepoint approximation to bivariate stochastic processes
• Approximate multivariate conditional inference using the adjusted profile likelihood
• Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model
• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• Saddlepoint approximations for linear combination and generalization of normal-Laplace distribution
• Multivariate saddlepoint approximations in tail probability and conditional inference
• Approximating the distribution function of risk
• Saddlepoint \(p\)-values for a class of tests for comparing competing risks with censored data
• Saddlepoint approximation for moments of random variables
• Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants
• Saddlepoint approximation for the distribution function of the mean of random variables
• Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals
• System reliability analysis with saddlepoint approximation
• Bivariate stopped-sum distributions using saddlepoint methods

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