Saddlepoint expansions for conditional distributions

DOI10.2307/3214212zbMATH Open0638.62018OpenAlexW2330279292MaRDI QIDQ3779574FDOQ3779574

Authors: Ib M. Skovgaard 

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214212

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zbMATH Keywords

tail probabilityconditional distributionhypergeometric distributionlattice caseindependent bivariate random vectorsuniform saddlepoint expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Statistical distribution theory (62E99) Distribution theory (60E99)

Cited In (56)

• Approximate double-transform inversion when time is one of the variables
• Saddlepoint approximations to score test statistics in logistic regression for analyzing genome-wide association studies
• Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design
• Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals
• Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions
• Uniformity of double saddlepoint conditional probability approximations
• Saddlepoint approximations for rank‐invariant permutation tests and confidence intervals with interval‐censoring
• Saddlepoint \(p\)-values for two-sample bivariate tests
• Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
• Saddlepoint approximations for the probability of ruin in finite time
• Saddlepoint expansions in linear regression.
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Multivariate saddlepoint tail probability approximations
• Saddlepoint approximation for moment generating functions of truncated random variables
• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
• A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
• Bivariate symmetry tests for complete and competing risks data: a saddlepoint approach
• Saddlepoint approximations for nonlinear statistics
• Tilted Edgeworth expansions for asymptotically normal vectors
• Higher-order approximations to conditional distribution functions
• Improved measures of the spread of data for some unknown complex distributions using saddlepoint approximations
• Saddlepoint \(p\)-values and confidence intervals for a class of two sample permutation tests for current status and panel count data
• Saddlepoint \(p\)-values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design
• Improved methods of hazard rate function calculation using saddlepoint approximations
• Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
• A refinement to approximate conditional inference
• Saddlepoint approximations to the two-sample permutation tests
• Simple and accurate one-sided inference from signed roots of likelihood ratios
• Approximate multivariate conditional inference using the adjusted profile likelihood
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• Saddlepoint approximations for tests of dispersion
• The weighted log-rank class under truncated binomial design: saddlepoint \(p\)-values and confidence intervals
• A simple and accurate inference procedure for the difference of failure intensities from two exponential distributions
• Simulation-assisted saddlepoint approximation
• Testing for independence: saddlepoint approximation to associated permutation distributions
• Accurate parametric inference for small samples
• Algebraic algorithms for sampling from conditional distributions
• Improved inference for first-order autocorrelation using likelihood analysis
• Multivariate saddlepoint approximations in tail probability and conditional inference
• Saddlepoint approximations for stopped-sum distributions
• One-step saddlepoint approximations for quantiles
• Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions
• Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
• Special cases of second order Wiener germ approximations
• On multidimensional expansions of distributions of sums by the saddle point method
• Saddlepoint \(p\)-values for a class of tests for comparing competing risks with censored data
• An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models
• Improving Poisson approximations through tilting and expansion
• A Markov chain sampler for contingency table exact inference
• Saddlepoint approximations for P-values of some tests of covariance matrices
• Saddlepoint approach to inference for response probabilities under the logistic response model
• Saddlepoint approximations to the density and the distribution functions of linear combinations of ratios of partial sums
• Log-rank permutation tests for trend: saddlepointp-values and survival rate confidence intervals
• Conditional saddlepoint approximations for non--continuous and non--lattice distributions
• Saddlepoint methods for conditional expectations with applications to risk management

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