AbstractUsing the saddlepoint method, two explicit approximation formulae are given for the tail probability of Wilks' likelihood ratio criterion. A comparison with the exact probability shows that these approximations are very good even for small error degrees of freedom. A comparison with the asymptotic expansion obtained by Box (1949, Biometrika 36 317–346) is also given
We extend known saddlepoint tail probability approximations to multivariate cases, including multiva...
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical ...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
AbstractUsing the saddlepoint method, two explicit approximation formulae are given for the tail pro...
The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approx...
We discuss some recent (nonparametric) approximations of tail probabilities of marginal distribution...
Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepo...
AbstractBarndorff-Nielsen's formula (normed likelihood with constant-information metric) has been pr...
The saddlepoint method provides accurate approximations for the distributions of many test statistic...
In the present paper, the saddle point approximations to the density and tail probability of a ratio...
This article proposes computing sensitivities of upper tail probabilities of random sums by the sadd...
Saddlepoint approximations are powerful tools for obtaining accu-rate expressions for densities and ...
A saddlepoint approximation is provided for the distribution function of one M statistic conditional...
In this paper, the exact distribution of Wilks's likelihood ratio criterion, A, is obtained, an...
Saddlepoint techniques provide accurate, higher order, small sample approximations to the distributi...
We extend known saddlepoint tail probability approximations to multivariate cases, including multiva...
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical ...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
AbstractUsing the saddlepoint method, two explicit approximation formulae are given for the tail pro...
The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approx...
We discuss some recent (nonparametric) approximations of tail probabilities of marginal distribution...
Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepo...
AbstractBarndorff-Nielsen's formula (normed likelihood with constant-information metric) has been pr...
The saddlepoint method provides accurate approximations for the distributions of many test statistic...
In the present paper, the saddle point approximations to the density and tail probability of a ratio...
This article proposes computing sensitivities of upper tail probabilities of random sums by the sadd...
Saddlepoint approximations are powerful tools for obtaining accu-rate expressions for densities and ...
A saddlepoint approximation is provided for the distribution function of one M statistic conditional...
In this paper, the exact distribution of Wilks's likelihood ratio criterion, A, is obtained, an...
Saddlepoint techniques provide accurate, higher order, small sample approximations to the distributi...
We extend known saddlepoint tail probability approximations to multivariate cases, including multiva...
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical ...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
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