Saddlepoint approximations
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(only showing first 100 items - show all)- Uniform saddlepoint approximations for ratios of quadratic forms
- Approximate inference for the multinomial logit model
- Bias-adjusted estimation in the ARX(1) model
- Large deviations of combinatorial distributions. II: Local limit theorems
- Saddlepoint approximations to option prices
- Series approximation methods in statistics
- On the non-existence of a Bartlett correction for unit root tests
- Uniformity of double saddlepoint conditional probability approximations
- Local score tests in mixture exponential family
- 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
- Sampling at subexponential times, with queueing applications
- Local likelihood ratio tests in the normal mixture model
- A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
- Composite likelihood inference by nonparametric saddlepoint tests
- Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
- Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations
- Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
- Saddlepoint approach to inference for response probabilities under the logistic response model
- Saddlepoint approximation near the endpoints of the support
- Saddle quantities and applications
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Laplace approximations for hypergeometric functions with matrix argument
- An improved saddlepoint approximation based on the negative binomial distribution for the general birth process
- Saddlepoint expansions in linear regression.
- Asymptotic normality with small relative errors of posterior probabilities of half-spaces
- Von Mises approximation of the critical value of a test
- Saddlepoint approximations to the trimmed mean
- An approach to the residence time distribution for stochastic multi-compartment models
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion
- Large deviations for quadratic forms of stationary Gaussian processes
- Present value distributions with applications to ruin theory and stochastic equations
- Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
- Approximations to the distribution of sum of independent non-identically gamma random variables
- Modified branching process and saddlepoint approximations
- On the use of saddlepoint approximations in high dimensional inference
- Sharp large deviations for a class of normalized L-statistics and applications
- Asymptotic approximations for some distributions of ratios
- A least squares approach for saddle point problems
- The empirical saddlepoint estimator
- Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
- On the distribution of the sum of independent and non-identically extended exponential random variables
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform
- Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
- Saddlepoint approximations for affine jump-diffusion models
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- Saddlepoint approximations for the distribution of some robust estimators of the variogram
- Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
- Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items
- Saddlepoint expansions for GEL estimators
- Integrated likelihood computation methods
- Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
- Saddlepoint approximation for moment generating functions of truncated random variables
- Saddle-type solenoidal basis sets
- Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
- Lot acceptance and compliance testing based on the sample mean and minimum/maximum
- Tail probability approximations for Student's t-statistics
- Cumulant varieties
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
- Tail behavior of random products and stochastic exponentials
- Saddlepoint approximations to option price in a general equilibrium model
- Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators
- Chi-square tests under models close to the normal distribution
- A one-factor conditionally linear commodity pricing model under partial information
- Robust GMM tests for structural breaks
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
- Asymptotic expansion and estimates of Wiener functionals
- Saddlepoint approximations for continuous-time Markov processes
- Improved measures of the spread of data for some unknown complex distributions using saddlepoint approximations
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
- Saddlepoint expansions in terms of Bell polynomials
- Efficient simulation of large deviation events for sums of random vectors using saddle-point representations
- Saddlepoint approximations for stopped-sum distributions
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- On the Laplace transform of the lognormal distribution
- Saddle point approximation for the random sum Poisson-Bernoulli model
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
- Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
- Approximate and estimated saddlepoint approximations
- One-sample location test based on the sign and Wilcoxon signed-rank tests
- Saddlepoint Approximation for Sample Quantiles with Some Applications
- Sharp large deviations in nonparametric estimation
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Two Types of Approximate Saddle Points
- Simulation-assisted saddlepoint approximation
- The Professional Career and Contributions of Professor Masafumi Akahira
- The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models
- Studentized bootstrap confidence intervals based onM-estimates
- Saddlepoint Approximations with Applications
- Saddlepoint Approximations for a Product and Its Application
- A comparative study of confidence intervals for negative binomial proportion
- Saddlepoint approximations to the limiting distribution of the modified Anderson-Darling test statistic
- Uniform saddlepoint approximations
- System reliability analysis with saddlepoint approximation
- The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables
- The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables
- Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions
- scientific article; zbMATH DE number 1165672 (Why is no real title available?)
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