scientific article; zbMATH DE number 4100386
From MaRDI portal
Publication:3825928
Recommendations
Cited in
(only showing first 100 items - show all)- Edgeworth expansions for stochastic approximation theory
- Asymptotic expansions of the Robbins-Monro process
- Comparison of PQL and Laplace 6 estimates of hierarchical linear models when comparing groups of small incident rates in cluster randomised trials
- Bias-adjusted estimation in the ARX(1) model
- Some asymptotic results for semiparametric nonlinear mixed-effects models with incomplete data
- On the approximation accuracy for quantiles in a random-size sample
- The second-order bias and mean squared error of nonlinear estimators
- Prediction in dynamic models with time-dependent conditional variances
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
- Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms
- The likelihood ratio test for simple tree order: A useful asymptotic expansion
- A simple consistent bootstrap test for a parametric regression function
- Edgeworth approximations to the distribution of the sample mean under simple random sampling
- Two Taylor-series approximation methods for nonlinear mixed models
- Symbolic operators for multiple sums
- Credibility theory: A new view from the theory of second order optimal statistics.
- Inverting a saddlepoint approximation.
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- A generalized Gaussian process model for computer experiments with binary time series
- On preferred point geometry in statistics
- A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
- Closed-loop model set validation under a stochastic framework
- Non-inferiority test based on transformations for non-normal distributions
- First-passage time statistics of Markov gamma processes
- Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
- Confidence distributions from likelihoods by median bias correction
- Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
- Differentiated logdensity approximants
- Corrected confidence intervals for adaptive nonlinear regression models
- Quantitative bounds on convergence of time-inhomogeneous Markov chains
- Higher-order comparisons of asymptotic confidence intervals
- Confidence intervals for a binomial proportion and asymptotic expansions
- Effect of dependence on stochastic measures of accuracy of density estimators
- Saddlepoint expansions in linear regression.
- Conditional score tests in the exponential family.
- Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
- Some new formulae for posterior expectations and Bartlett corrections
- On multivariate Gaussian tails
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- An approach to the residence time distribution for stochastic multi-compartment models
- Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
- The d-variate vector Hermite polynomial of order k
- Approximating by the Wishart distribution
- Quantile estimation under possibly misspecified generalised linear model
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion
- The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
- Bartlett corrections in cointegration testing
- Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis
- A simple expression for the multivariate Hermite polynomials
- Monte Carlo estimation of the density of the sum of dependent random variables
- Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
- Asymptotic approximations for some distributions of ratios
- The method of cumulants for the normal approximation
- Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
- Confidence intervals with higher accuracy for short and long-memory linear processes
- Matrix representations of life insurance payments
- On the validity of the formal Edgeworth expansion for posterior densities
- Marginal posterior distributions for regression parameters in the Cox model using Dirichlet and gamma process priors
- A note on the analytic approximation of exceedance probabilities in heterogeneous populations
- Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- An approximate method for generalized linear and nonlinear mixed effects models with a mechanistic nonlinear covariate measurement error model
- An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams
- Saddlepoint expansions for GEL estimators
- Integrated likelihood computation methods
- Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
- Second order exponential differential operator and generalized Hermite polynomials
- Saddlepoint approximation for moment generating functions of truncated random variables
- Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
- Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
- Cumulant varieties
- On empirical Bayes estimation of multivariate regression coefficient
- Normal moments and Hermite polynomials
- Likelihood-based discrimination between separate scale and regression models
- Response prediction in mixed effects models
- The delta expansion for the transition density of diffusion models
- Improved omnibus test statistic for normality
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Normalizing unbiased estimating functions
- Small time chaos approximations for heat kernels of multidimensional diffusions
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
- Distribution and density approximation of the co variance matrix in the growth curve model
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers
- On Stein identity, Chernoff inequality, and orthogonal polynomials
- Subset selection in linear regression using sequentially normalized least squares: asymptotic theory
- Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
- Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
- Some asymptotic results on generalized penalized spline smoothing
- Classification in general finite dimensional spaces with the \(k\)-nearest neighbor rule
- Laplace approximation in measurement error models
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- Improved prediction intervals and distribution functions
- Bias reduction of likelihood estimators in semiparametric frailty models
- A second order approximation for the inverse of the distribution function of the sample mean.
- Efficient Computation of Higher-Order Cumulant Tensors
- Asymptotic Statistical Results: Theory and Practice
- The value of information for correlated GLMs
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 Q3825928)