Saddlepoint approximations as smoothers

DOI10.1093/BIOMET/89.4.933zbMATH Open1034.62006OpenAlexW2020211497MaRDI QIDQ4455380FDOQ4455380

Authors: Suojin Wang, A. C. Davison 

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/84866/files/890933.pdf

Recommendations

• Saddlepoint approximation to the smooth functions of means model
• Saddlepoint approximation for the distribution function near the mean
• Saddlepoint approximation to the distribution of general statistics
• Conditional saddlepoint approximations for non--continuous and non--lattice distributions
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author

zbMATH Keywords

logistic regressionexponential familysaddle-point approximationcontinuity correctionconditional inferenceHauck-Donner effect

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (14)

• Improved Likelihood Inference for Discrete Data
• On probability matching priors
• Generalized saddle version of the level method.
• Higher-order approximations for interval estimation in binomial settings
• 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
• Confidence Intervals for Survival Probabilities: A Comparison Study
• Testing for independence: saddlepoint approximation to associated permutation distributions
• Accurate parametric inference for small samples
• Saddlepoint approximation for mixture models
• Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals
• Small sample confidence intervals for survival functions under the proportional hazards model
• Log-rank permutation tests for trend: saddlepointp-values and survival rate confidence intervals
• Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation

This page was built for publication: Saddlepoint approximations as smoothers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455380)