Saddlepoint approximations for nonlinear statistics

DOI10.2307/3315456MaRDI QIDQ3490767zbMATH OpenOpenAlexFDO

Authors Soujin Wang

Publication date 1990

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315456

zbMATH Keywords

tail probabilitynonlinear statisticsvon Mises expansionsaddlepoint expansionsaccuracy of the approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 3660622 (Why is no real title available?)
• General Saddlepoint Approximations with Applications to L Statistics
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations in resampling methods
• Saddlepoint expansions for conditional distributions
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Small sample asymptotic expansions for multivariate M-estimates
• THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
• Tail Probability Approximations
• Uniform Asymptotic Expansions of the Incomplete Gamma Functions and the Incomplete Beta Function
• Uniform asymptotic expansions of integrals with stationary point near algebraic singularity

Cited in

(16)

• Saddlepoint expansions in linear regression.
• Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
• scientific article; zbMATH DE number 51419 (Why is no real title available?)
• Approximate and estimated saddlepoint approximations
• Saddlepoint approximation of nonlinear moments
• Saddlepoint approximation in exponential models with boundary points
• Inverting a saddlepoint approximation.
• Tilted Edgeworth expansions for asymptotically normal vectors
• Saddlepoint approximations for the difference of order statistics
• Edgeworth and saddlepoint expansions for nonlinear estimators
• General Saddlepoint Approximations with Applications to L Statistics
• Saddlepoint approximation to the distribution of general statistics
• scientific article; zbMATH DE number 1165672 (Why is no real title available?)
• Saddlepoint approximation for the distribution function near the mean
• Some properties and improvements of the saddlepoint approximation in nonlinear regression
• Saddlepoint approximations for curved exponential families

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