Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
type: Item
instance of: scholarly article
title: Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
DOI: 10.1214/22-AOS2169
author: Jesse Goodman
published in: The Annals of Statistics
publication date: 2022-11-02T00:00:00Z
full work available at URL: https://arxiv.org/abs/2005.11028
Mathematics Subject Classification ID: 41A60
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 7610761
zbMATH Keywords: approximation error
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: saddlepoint approximation
Wikidata QID: Q114060460
MaRDI profile type: MaRDI publication profile
cites work: Information and exponential families in statistical theory
cites work: Tail Exactness of Multivariate Saddlepoint Approximations
cites work: Saddlepoint Approximations with Applications
cites work: Saddlepoint Approximations in Statistics
cites work: The saddlepoint approximation for a general birth process
cites work: Parameter estimation for discretely observed linear birth‐and‐death processes
cites work: Large deviations
cites work: Uniform saddlepoint approximations
cites work: Series approximation methods in statistics.
cites work: On asymptotic validity of naive inference with an approximate likelihood
cites work: Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
cites work: Q4115333
cites work: Asymptotic approximations of integrals
cites work: Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
cites work: Fast likelihood-based inference for latent count models using the saddlepoint approximation
Recommended article: Q3217437
Recommended article: An extended empirical saddlepoint approximation for intractable likelihoods
Recommended article: Saddlepoint approximations for estimating equations
Recommended article: A note on the tail accuracy of the univariate saddlepoint approximation
Recommended article: Approximate and estimated saddlepoint approximations
Recommended article: Saddlepoint approximations in conditional inference
Recommended article: On the empirical saddlepoint approximation
Recommended article: Q3210703
description: scientific article; zbMATH DE number 7610761