Pages that link to "Item:Q3860576"
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The following pages link to Saddle point approximation for the distribution of the sum of independent random variables (Q3860576):
Displaying 50 items.
- Saddlepoint \(p\)-values for two-sample bivariate tests (Q254210) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters (Q267894) (← links)
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach (Q284179) (← links)
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- System reliability analysis with saddlepoint approximation (Q381504) (← links)
- Unified uncertainty analysis by the mean value first order saddlepoint approximation (Q381898) (← links)
- Robust design optimization by polynomial dimensional decomposition (Q382035) (← links)
- Distribution of the product of determinants of noncentral bimatrix beta variates (Q432301) (← links)
- Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood (Q449760) (← links)
- A smoothing principle for the Huber and other location \(M\)-estimators (Q452579) (← links)
- Inference for the Sharpe ratio using a likelihood-based approach (Q454815) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions (Q604643) (← links)
- A note on confidence interval for the power of the one sample \(t\) test (Q609694) (← links)
- Multivariate saddlepoint approximations in tail probability and conditional inference (Q627296) (← links)
- Second order ancillary: a differential view from continuity (Q627298) (← links)
- A uniform asymptotic expansion for weighted sums of exponentials (Q643217) (← links)
- A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model (Q650720) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- One-step saddlepoint approximations for quantiles (Q672434) (← links)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
- Saddlepoint approximations for some models of circular data (Q713658) (← links)
- Saddlepoint \(p\)-values and confidence intervals for a class of two sample permutation tests for current status and panel count data (Q719043) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- The weighted log-rank class under truncated binomial design: saddlepoint \(p\)-values and confidence intervals (Q746138) (← links)
- Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model. (Q778549) (← links)
- Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model (Q888022) (← links)
- Tilted Edgeworth expansions for asymptotically normal vectors (Q907061) (← links)
- Accurate parametric inference for small samples (Q907946) (← links)
- Special cases of second order Wiener germ approximations (Q909326) (← links)
- Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test (Q912516) (← links)
- Saddlepoint approximations in resampling analysis (Q916239) (← links)
- Bivariate stopped-sum distributions using saddlepoint methods (Q947190) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
- Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles'' (Q955150) (← links)
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- Third-order inference for the Weibull distribution (Q957218) (← links)
- Approximating the distribution function of risk (Q957280) (← links)
- Saddlepoint approximation for semi-Markov processes with application to a cardiovascular randomised study (Q961175) (← links)
- Improved likelihood-based inference for the stationary AR(2) model (Q963904) (← links)
- Saddlepoint approximation based structural reliability analysis with non-normal random variables (Q987226) (← links)
- Uniform saddlepoint approximations for ratios of quadratic forms (Q1002579) (← links)
- Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal (Q1019111) (← links)
- Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
