Approximating the distribution function of risk

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

zbMATH Keywords

Monte Carlo simulationEdgeworth expansionsaddlepoint methodseries approximationsmultiplicative risk modeltwo-dimensional Monte Carlo

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items

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

• Maple

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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