Estimating Durbin's approximation

DOI10.1093/BIOMET/80.3.671zbMATH Open0788.62087OpenAlexW2013044302MaRDI QIDQ4280035FDOQ4280035

Authors: Daniel Rabinowitz 

Publication date: 5 June 1994

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.3.671

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zbMATH Keywords

covariancesimultaneous confidence bandssimulation experimentslimit processesboundary crossing probabilitiescontinuous Gaussian processesDurbin's approximation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20)

Cited In (5)

• Approximating the Distribution of Maximally Selected McNemar's Statistics
• A family of test statistics for trend change in mean residual life with unknown turning point using censored data
• Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature
• Title not available (Why is that?)
• Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities

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