Saddlepoint Approximations in Statistics

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A generalization of the Buckley-Osthus model for web graphs
Computing moments of ratios of quadratic forms in normal variables
A large deviation limit theorem for multivariate distributions
Uniformity of double saddlepoint conditional probability approximations
Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics
Saddlepoint p-values for two-sample bivariate tests
An improved saddlepoint approximation based on the negative binomial distribution for the general birth process
Multivariate Saddlepoint test for the wrapped normal model
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
A Maxwell principle for generalized Orlicz balls
Simulation of Tempered Stable Lévy Bridges and Its Applications
A saddlepoint approximation to the distribution of the sum of independent non-identically uniform random variables
Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
Saddlepoint approximations to the limiting distribution of the modified Anderson-Darling test statistic
Saddlepoint approximations to the mean and variance of the extended hypergeometric distribution
An introduction to Bent Jørgensen's ideas
Normed likelihood as saddlepoint approximation
Truncated saddlepoint approximation for testing means of right-skewed populations
Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
On the use of the cumulant generating function for inference on time series
Approximations to noncentral distributions
Order estimates for the exact Lugannani-Rice expansion
Robust small sample accurate inference in moment condition models
Saddlepoint approximations for continuous-time Markov processes
An approximate Bayesian approach for quantitative trait loci estimation
Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications
Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform
Quadrature methods for computing distributions.
Probability distribution as a path and its action integral
The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Accurate tests for the equality of coefficients of variation
Rényi divergences in central limit theorems: old and new
Asymptotic equivalence of fixed-size and varying-size determinantal point processes
Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
An efficient third-moment saddlepoint approximation for probabilistic uncertainty analysis and reliability evaluation of structures
The maximum entropy principle and volumetric properties of Orlicz balls
Three enigmatic examples and inference from likelihood
First passage time of a Lévy degradation model with random effects
The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables
Parameter estimation for multivariate population processes: a saddlepoint approach
Second order ancillary: a differential view from continuity
Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood
Multivariate saddlepoint tail probability approximations
Saddlepoint approximations to the moments of multitype age-dependent branching processes, with applications
Saddlepoint Approximations for a Product and Its Application
Modern Likelihood‐Frequentist Inference
Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
Linear rank tests for left-truncated data using randomized block design: saddlepoint p -values and confidence intervals
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
Saddlepoint approximation for moment generating functions of truncated random variables
Central limit theorem for Rényi divergence of infinite order
Approximate and estimated saddlepoint approximations
An improved high order moment-based saddlepoint approximation method for reliability analysis
A novel geometric AR(1) model and its estimation
A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
Second-order probability matching priors for the person parameter in unidimensional IRT models
Laplace and saddlepoint approximations in high dimensions
The expected shortfall of quadratic portfolios with heavy-tailed risk factors
High-order stochastic simulation of complex spatially Distributed natural phenomena
Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing
Nonparametric evaluation of the first passage time of degradation processes
Improved techniques for parametric and nonparametric evaluations of the first-passage time for degradation processes
Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods
Comparing scale parameters in several gamma distributions with known shapes
Directional tests and statistical frames
Saddlepoint approximations for nonlinear statistics
Bivariate symmetry tests for complete and competing risks data: a saddlepoint approach
Time evolution of relative entropies for anomalous diffusion
Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
Tricks with metrics: combining statistics for improved inference in regression analysis
Finite-sample density and its small sample asymptotic approximation
Approximations to the distribution of sum of independent non-identically gamma random variables
On approximate inference for the two-parameter gamma model
Esscher transform and the central limit theorem
Views on conditional and marginal methods of statistical inference
Composite likelihood inference by nonparametric saddlepoint tests
Joint densities for random walks in the plane
Unified uncertainty analysis by the mean value first order saddlepoint approximation
Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion
Saddlepoint Approximation for Sample Quantiles with Some Applications
Saddlepoint approximation for the generalized inverse Gaussian Lévy process
Precise large deviation asymptotics for products of random matrices
Saddlepoint approximation in exponential models with boundary points
Saddlepoint approximations for some models of circular data
MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
Estimation for stochastic models driven by Laplace motion
Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
Sir David Cox: 1924--2022
Inverting a saddlepoint approximation.
A Bayesian approach to Weibull survival models -- application to a cancer clinical trial
Tilted Edgeworth expansions for asymptotically normal vectors
Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
Approximate double-transform inversion when time is one of the variables
On sequence planning for selective maintenance of multi-state systems under stochastic maintenance durations
Saddlepoint approximation for semi-Markov processes with application to a cardiovascular randomised study
Approximation to the moments of ratios of cumulative sums
Approximate maximum likelihood estimators for linear regression with independent component-wise design matrix uncertainty

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