The following pages link to (Q3486650):
Displayed 14 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Inference for the difference of two independent KS Sharpe ratios under lognormal returns (Q826359) (← links)
- Tilted Edgeworth expansions for asymptotically normal vectors (Q907061) (← links)
- The second order ancillary is rotation based (Q1044077) (← links)
- Numerical conversion of likelihood to significance (Q1361578) (← links)
- Asymptotics and the theory of inference (Q1430906) (← links)
- Confidence distributions from likelihoods by median bias correction (Q1698992) (← links)
- An example in which the Lugannani - Rice saddlepoint formula fails (Q1892114) (← links)
- Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions (Q2325375) (← links)
- Converting observed likelihood functions to tail probabilities (Q2365196) (← links)
- (Q4461626) (← links)
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography (Q4715844) (← links)
- On Some Principles of Statistical Inference (Q6086427) (← links)
- On partial likelihood and the construction of factorisable transformations (Q6138786) (← links)