Pages that link to "Item:Q5288926"
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The following pages link to Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions (Q5288926):
Displaying 22 items.
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← 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)
- Saddlepoint approximations to option prices (Q1305423) (← links)
- Reliabilities for feedback systems and their saddlepoint approximation. (Q1431186) (← links)
- Improving Poisson approximations through tilting and expansion (Q1611780) (← links)
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference (Q1644254) (← links)
- An example in which the Lugannani - Rice saddlepoint formula fails (Q1892114) (← links)
- Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation (Q2091826) (← links)
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework (Q2323171) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function (Q3552941) (← links)
- General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic (Q3625304) (← links)
- Saddlepoint Approximations for a Product and Its Application (Q3631425) (← links)
- Saddlepoint confidence intervals for variance components (Q4345967) (← links)
- Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography (Q4715844) (← links)
- Saddlepoint approximations for subordinator processes (Q5222458) (← links)
- Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications (Q5861401) (← links)
