scientific article; zbMATH DE number 3171495
From MaRDI portal
Publication:3290190
Cited in
(11)- The approximation of system reliability posterior distributions
- The distribution and quantiles of a function of parameter estimates
- On confidence intervals in nonparametric binary regression via Edgeworth expansions
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- Correlation is first order independent of transformation
- On the validity of the formal Edgeworth expansion for posterior densities
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
- Simple alternatives for Box-Cox transformations
- Chain rules for multivariate cumulant coefficients
- Calculating cumulants of a Taylor expansion of a multivariate function
- A high-order saddlepoint method for Bayesian system evaluation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3290190)
