Saddlepoint approximation to the smooth functions of means model

MaRDI QIDQ4919976zbMATH OpenFDO

Authors Jonghwa Na, Ju-Sung Kim

Publication date 15 May 2013

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

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• Normed likelihood as saddlepoint approximation
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• Saddlepoint approximation of nonlinear moments
• Saddlepoint approximations for some models of circular data
• Approximation to the moments of ratios of cumulative sums
• Partial Saddlepoint Approximations for Transformed Means
• scientific article; zbMATH DE number 176653 (Why is no real title available?)
• Saddlepoint approximation to the distribution of general statistics
• Saddlepoint approximation for the distribution function of the mean of random variables
• scientific article; zbMATH DE number 4192866 (Why is no real title available?)
• Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation

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