Approximating the distribution function of risk
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Publication:957280
DOI10.1016/j.csda.2004.07.025zbMath1429.62064OpenAlexW2074175624MaRDI QIDQ957280
Costas A. Christophi, Reza Modarres
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.07.025
Monte Carlo simulationEdgeworth expansionsaddlepoint methodseries approximationsmultiplicative risk modeltwo-dimensional Monte Carlo
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Quasi-optimal Bayesian procedures of many hypotheses testing ⋮ On multiple imputation for unbalanced ranked set samples with applications in quantile estimation ⋮ MLE Solution Research for a Certain Kind of Two-dimensional Lognormal Distribution Function
Uses Software
Cites Work
- Series approximation methods in statistics
- Saddlepoint approximations in resampling methods
- Saddle point approximation for the distribution of the sum of independent random variables
- Approximate Conditional Inference in Exponential Families Via the Gibbs Sampler
- Saddlepoint Approximations in Statistics
- The bootstrap and Edgeworth expansion
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