Add to ORKGSaddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. They are based on the expansion of the statistic up to the second order. Their accuracy is shown in a variety of examples, including logit and probit models and rank estimators for regression
The Fisher--Bingham distribution is obtained when a multivariate normal random vector is conditioned...
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical ...
The saddlepoint method provides accurate approximations for the distributions of many test statistic...
Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statist...
We discuss some recent (nonparametric) approximations of tail probabilities of marginal distribution...
Saddlepoint approximations are extended to general statistics. The technique is applied to derive ap...
Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepo...
Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepo...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Saddlepoint approximations are powerful tools for obtaining accurate expressions for densities and d...
The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approx...
Saddlepoint approximations are powerful tools for obtaining accu-rate expressions for densities and ...
The Fisher--Bingham distribution is obtained when a multivariate normal random vector is conditioned...
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical ...
The saddlepoint method provides accurate approximations for the distributions of many test statistic...
Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statist...
We discuss some recent (nonparametric) approximations of tail probabilities of marginal distribution...
Saddlepoint approximations are extended to general statistics. The technique is applied to derive ap...
Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepo...
Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepo...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: Th...
Saddlepoint approximations are powerful tools for obtaining accurate expressions for densities and d...
The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approx...
Saddlepoint approximations are powerful tools for obtaining accu-rate expressions for densities and ...
The Fisher--Bingham distribution is obtained when a multivariate normal random vector is conditioned...
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical ...
The saddlepoint method provides accurate approximations for the distributions of many test statistic...