Saddlepoint approximations for bivariate distributions

DOI10.2307/3214543MaRDI QIDQ3201155zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

saddlepoint approximationMonte Carlo method

Mathematics Subject Classification ID

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

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Cited in

(23)

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

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