The following pages link to Tail Probability Approximations (Q4721378):
Displaying 50 items.
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Inference for the Sharpe ratio using a likelihood-based approach (Q454815) (← links)
- Multivariate saddlepoint approximations in tail probability and conditional inference (Q627296) (← links)
- Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials (Q645617) (← 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)
- Nearly root-\(n\) approximation for regression quantile processes (Q693744) (← links)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← 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)
- Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles'' (Q955150) (← links)
- Improved likelihood-based inference for the stationary AR(2) model (Q963904) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- The convergence rate for the strong law of large numbers: General lattice distributions (Q1102029) (← links)
- Asymptotic expansions for large deviation probabilities in the strong law of large numbers (Q1102030) (← links)
- Small sample approximations for spacing statistics (Q1299363) (← links)
- Saddlepoint approximations to the two-sample permutation tests (Q1299833) (← links)
- Saddlepoint approximations to option prices (Q1305423) (← links)
- On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation (Q1335352) (← links)
- Bootstrapping binomial confidence intervals (Q1344186) (← links)
- On multidimensional expansions of distributions of sums by the saddle point method (Q1355336) (← links)
- Multivariate saddlepoint tail probability approximations (Q1394766) (← links)
- Inverting a saddlepoint approximation. (Q1424457) (← links)
- Reliabilities for feedback systems and their saddlepoint approximation. (Q1431186) (← links)
- On a centered Poisson approximation (Q1567895) (← links)
- Saddlepoint approximation at the edges of a conditional sample space (Q1593720) (← links)
- Improving Poisson approximations through tilting and expansion (Q1611780) (← links)
- Classification error analysis in stereo vision (Q1618425) (← links)
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference (Q1644254) (← links)
- Differentiated logdensity approximants (Q1731375) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- A fully polynomial-time approximation scheme for approximating a sum of random variables (Q1785211) (← links)
- Poisson approximation by constrained exponential tilting. (Q1812042) (← links)
- Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions (Q1840777) (← links)
- Asymptotic normality with small relative errors of posterior probabilities of half-spaces (Q1873598) (← links)
- Small sample asymptotics: A review with applications to robust statistics (Q1896073) (← links)
- Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion (Q1928376) (← links)
- Saddlepoint approximation for moments of random variables (Q1946961) (← links)
- Approximations to the distribution of sum of independent non-identically gamma random variables (Q1992138) (← links)
- Modified branching process and saddlepoint approximations (Q2019672) (← links)
- Improved methods of hazard rate function calculation using saddlepoint approximations (Q2019673) (← links)
- Asymptotic approximations for some distributions of ratios (Q2089030) (← links)
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
- On the distribution of the sum of independent and non-identically extended exponential random variables (Q2195516) (← links)
