Saddlepoint Approximations with Applications

DOI10.1017/CBO9780511619083zbMath1183.62001MaRDI QIDQ3594659

Publication date: 9 August 2007

62E20: Asymptotic distribution theory in statistics

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

62E17: Approximations to statistical distributions (nonasymptotic)

Related Items

Unnamed Item, Stochastic modelling of urban structure, Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications, Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance, Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates, Intrinsic Regression Models for Medial Representation of Subcortical Structures, Approximating the tail probabilities of the longest run in a sequence of Bernoulli trials, Accurate tests for the equality of coefficients of variation, Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions, Accurate Directional Inference for Vector Parameters in Linear Exponential Families, EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS, Bivariate symmetry tests for complete and competing risks data: a saddlepoint approach, Beta approximation and its applications, Saddlepoint approximations for rank‐invariant permutation tests and confidence intervals with interval‐censoring, Approximation to the moments of ratios of cumulative sums, Saddlepoint approximations for subordinator processes, p-Value for two-Sample Linear Rank Tests Using Permutation Simulations and the Normal Approximation Method, An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models, Multistate Survival Models as Transient Electrical Networks, An extended empirical saddlepoint approximation for intractable likelihoods, Saddlepoint \(p\)-values for two-sample bivariate tests, Order estimates for the exact Lugannani-Rice expansion, On the Laplace transform of the lognormal distribution, Large-sample confidence intervals for risk measures of location-scale families, A new generalized linear exponential distribution and its applications, Finite-sample density and its small sample asymptotic approximation, A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model, An approximation of small-time probability density functions in a general jump diffusion model, Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution, Saddlepoint \(p\)-values and confidence intervals for a class of two sample permutation tests for current status and panel count data, Extensions of saddlepoint-based bootstrap inference, The weighted log-rank class under truncated binomial design: saddlepoint \(p\)-values and confidence intervals, Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions, Robust and accurate inference for generalized linear models, Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model, Laplace approximated EM microarray analysis: an empirical Bayes approach for comparative microarray experiments, Accurate parametric inference for small samples, Bivariate stopped-sum distributions using saddlepoint methods, Saddlepoint approximation for semi-Markov processes with application to a cardiovascular randomised study, Uniform saddlepoint approximations for ratios of quadratic forms, Nonconservative exact small-sample inference for discrete data, Higher-order correlations in common input shapes the output spiking activity of a neural population, Composite likelihood inference by nonparametric saddlepoint tests, A generalized speed-accuracy response model for dichotomous items, Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference, Statistical modelling of higher-order correlations in pools of neural activity, On sequence planning for selective maintenance of multi-state systems under stochastic maintenance durations, Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling, Saddlepoint approximation for moments of random variables, The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities, Testing for independence: saddlepoint approximation to associated permutation distributions, Approximations to the distribution of sum of independent non-identically gamma random variables, Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition, On the distribution of the sum of independent and non-identically extended exponential random variables, Saddlepoint approximations for tests of dispersion, Saddle-point approximations, integrodifference equations, and invasions, Approximations of the cumulative distribution function for infinite weighted sum of random variables, A new direct second-order reliability analysis method, Novel algorithm for reconstruction of a distribution by fitting its first-four statistical moments, Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions, Saddlepoint expansions for GEL estimators, Saddlepoint \(p\)-values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design, A simple approximation to the likelihood interval for a binomial proportion, Improved Measures of the Spread of Data for Some Unknown Complex Distributions Using Saddlepoint Approximations, Saddlepoint expansions in terms of Bell polynomials, Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations, Saddlepoint Approximations for Stopped-Sum Distributions, Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums, Accurate inference for scale and location families, Reliability-sensitivity analysis using dimension reduction methods and saddlepoint approximations, Confidence Intervals for Survival Probabilities: A Comparison Study, Joint Modelling of Gas and Electricity Spot Prices, Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions, Log-rank permutation tests for trend: saddlepointp-values and survival rate confidence intervals, Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic