Saddlepoint Approximations in Statistics

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Saddlepoint approximations for the doubly noncentral t distribution
Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
Normed likelihood as saddlepoint approximation
Joint densities for random walks in the plane
A Bayesian approach to Weibull survival models -- application to a cancer clinical trial
Steepest descent method and limiting distributions in combinatorial analysis
On the shot-noise streamflow model and its applications
A note on the tail accuracy of the univariate saddlepoint approximation
A new look at the relationship between Edgeworth expansion and saddlepoint approximation
A note on inference for the mean parameter of the gamma distribution
A large deviation limit theorem for multivariate distributions
An extended empirical saddlepoint approximation for intractable likelihoods
Small sample approximations for spacing statistics
On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
On multidimensional expansions of distributions of sums by the saddle point method
Numerical conversion of likelihood to significance
The asymptotic behavior of queueing systems: Large deviations theory and dominant pole approximation
Saddle point approximations to probabilities of sample mean deviations
Uniformity of double saddlepoint conditional probability approximations
Quadrature methods for computing distributions.
Multivariate saddlepoint tail probability approximations
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
Inverting a saddlepoint approximation.
Reliabilities for feedback systems and their saddlepoint approximation.
Bartlett identities and large deviations in likelihood theory
Saddlepoint approximation at the edges of a conditional sample space
Strong matching of frequentist and Bayesian parametric inference
Improving Poisson approximations through tilting and expansion
A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
Composite likelihood inference by nonparametric saddlepoint tests
Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
First passage time of a Lévy degradation model with random effects
On sequence planning for selective maintenance of multi-state systems under stochastic maintenance durations
Flowgraph models: a Bayesian case study in construction engineering
Diffusion-type models with given marginal distribution and autocorrelation function
Bayes, reproducibility and the quest for truth
On approximate inference for the two-parameter gamma model
Saddlepoint approximation near the endpoints of the support
An improved saddlepoint approximation based on the negative binomial distribution for the general birth process
Saddlepoint approximations to the trimmed mean
An approach to the residence time distribution for stochastic multi-compartment models
Some results on the asymptotic behaviour of coefficients of large powers of functions
Small sample asymptotics: A review with applications to robust statistics
Edgeworth and saddle-point approximations for random rectangular matrices
Robust small sample accurate inference in moment condition models
Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion
Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions
Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion
Saddlepoint approximation for moments of random variables
An efficient third-moment saddlepoint approximation for probabilistic uncertainty analysis and reliability evaluation of structures
Approximations to the distribution of sum of independent non-identically gamma random variables
The maximum entropy principle and volumetric properties of Orlicz balls
Modified branching process and saddlepoint approximations
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
Asymptotic approximations for some distributions of ratios
Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
Berry-Esseen bound and precise moderate deviations for products of random matrices
Saddlepoint approximation for the generalized inverse Gaussian Lévy process
The empirical saddlepoint estimator
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
An improved high order moment-based saddlepoint approximation method for reliability analysis
TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
On the distribution of the sum of independent and non-identically extended exponential random variables
Precise large deviation asymptotics for products of random matrices
Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform
Comparing scale parameters in several gamma distributions with known shapes
An introduction to Bent Jørgensen's ideas
Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
Saddlepoint approximations for tests of dispersion
Saddlepoint approximations for affine jump-diffusion models
Saddle-point approximations, integrodifference equations, and invasions
Approximations of the cumulative distribution function for infinite weighted sum of random variables
Saddlepoint approximations for short and long memory time series: a frequency domain approach
Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
Asymptotic equivalence of fixed-size and varying-size determinantal point processes
Second-order probability matching priors for the person parameter in unidimensional IRT models
Saddlepoint expansions for GEL estimators
Saddlepoint \(p\)-values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design
Parameter estimation for multivariate diffusion systems
Converting observed likelihood functions to tail probabilities
An improved saddlepoint approximation
Saddlepoint approximation for moment generating functions of truncated random variables
Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
Practical small sample inference for single lag subset autoregressive models
Tail probability approximations for Student's t-statistics
An extension of the moment closure method
Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators
Continuity corrections for integer-valued saddlepoint approximations
A conversation with Donald A. S. Fraser
Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression
Saddlepoint p-values for two-sample bivariate tests
Almost-exact parametric bootstrap calculation via the saddlepoint approximation
Domains of attraction for exponential families.
Order estimates for the exact Lugannani-Rice expansion
Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters
Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion

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