Saddlepoint approximation for mixture models

DOI10.1093/BIOMET/ASP022MaRDI QIDQ3633169zbMATH OpenOpenAlexFDO

Authors D. Mastropietro, A. C. Davison

Publication date 17 June 2009

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asp022

zbMATH Keywords

Bayesian inferencemedianmixture distributionquantile estimationsaddlepoint approximationspike-and-slab modelwavelets

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical methods for wavelets (65T60)

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Cited in

(4)

• Normed likelihood as saddlepoint approximation
• Continuous mixture modeling via goodness-of-fit ridges
• scientific article; zbMATH DE number 4192866 (Why is no real title available?)
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution

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