Saddlepoint approximations for nonlinear statistics
From MaRDI portal
Publication:3490767
DOI10.2307/3315456zbMATH Open0708.62021OpenAlexW2085378461MaRDI QIDQ3490767FDOQ3490767
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
Recommendations
tail probabilitynonlinear statisticsvon Mises expansionsaddlepoint expansionsaccuracy of the approximation
Asymptotic properties of parametric estimators (62F12) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- On the Asymptotic Distribution of Differentiable Statistical Functions
- General Saddlepoint Approximations with Applications to L Statistics
- Saddlepoint approximations in resampling methods
- Saddlepoint Approximations in Statistics
- Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
- Saddlepoint expansions for conditional distributions
- Saddle point approximation for the distribution of the sum of independent random variables
- Tail Probability Approximations
- THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
- Uniform Asymptotic Expansions of the Incomplete Gamma Functions and the Incomplete Beta Function
- Title not available (Why is that?)
- Uniform asymptotic expansions of integrals with stationary point near algebraic singularity
- Small sample asymptotic expansions for multivariate M-estimates
Cited In (16)
- Saddlepoint expansions in linear regression.
- Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- 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
This page was built for publication: Saddlepoint approximations for nonlinear statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3490767)
