Series approximation methods in statistics.
From MaRDI portal
Publication:5906803
zbMath0877.62013MaRDI QIDQ5906803
Publication date: 17 September 1997
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
likelihood ratio statisticsEdgeworth serieslimit theoremsconditional distributionsmaximum likelihood estimatorslattice distributionssaddlepoint approximationscomputational tools
Asymptotic distribution theory in statistics (62E20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Probability distribution as a path and its action integral ⋮ On Exact Sampling of Nonnegative Infinitely Divisible Random Variables ⋮ The size and power of analytical amd bootstrap corrections to score tests in regression models ⋮ Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions ⋮ The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison ⋮ Uniformity of double saddlepoint conditional probability approximations ⋮ Nonparametric estimates of option prices via Hermite basis functions ⋮ Polynomial Propagation of Moments in Stochastic Differential Equations ⋮ Tail probability approximations for Student's \(t\)-statistics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models ⋮ Distributions of Traces of Frobenius for Smooth Plane Curves Over Finite Fields ⋮ Asymptotic normality for wavelet deconvolution density estimators ⋮ Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean ⋮ Bayesian neural networks with confidence estimations applied to data mining. ⋮ A fixed-point method for the saddlepoint approximation quantile ⋮ Saddlepoint approximation at the edges of a conditional sample space ⋮ A Proof of the Asymptotic Equivalence of Two-Tail Probability Approximations
This page was built for publication: Series approximation methods in statistics.