The modified signed likelihood statistic and saddlepoint approximations
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- Asymptotics and the theory of inference
- Bartlett identities and large deviations in likelihood theory
- A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
- A refinement to approximate conditional inference
- Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
- Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion
- Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion
- The empirical saddlepoint estimator
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- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
- Simple and accurate one-sided inference from signed roots of likelihood ratios
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- scientific article; zbMATH DE number 4192866 (Why is no real title available?)
- Saddlepoint Approximation for Sample Quantiles with Some Applications
- A Proof of the Asymptotic Equivalence of Two-Tail Probability Approximations
- A Simple Derivation of r* for Curved Exponential Families
- Simple and accurate inference for the mean of the gamma model
- The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
- A fixed-point method for the saddlepoint approximation quantile
- Inference for the Sharpe ratio using a likelihood-based approach
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods
- Convergence of the gram-charier expansion of the signed log likelihood ratio
- Asymptotic expansions at work
- scientific article; zbMATH DE number 926576 (Why is no real title available?)
- Improved likelihood inference on testing the difference of non centrality parameters of two independent non central \(t\) distributions with identical degrees of freedom
- Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- Modified Likelihood root in High Dimensions
- Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean
- Multivariate saddlepoint approximations in tail probability and conditional inference
- On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
- One-step saddlepoint approximations for quantiles
- Saddlepoint approximations for models of circular data
- Saddlepoint approximations for some models of circular data
- Objective Bayes models for compatibility assessment and bias estimation
- Saddlepoint approximation in exponential models with boundary points
- Tilted Edgeworth expansions for asymptotically normal vectors
- Accurate parametric inference for small samples
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
- Multiple solutions to the likelihood equations in the Behrens-Fisher problem
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