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An improved saddlepoint approximation

open access: yes
Given a set of third- or higher-order moments, not only is the saddlepoint approximation the only realistic \u27family-free\u27 technique available for constructing an associated probability distribution, but it is \u27optimal\u27 in the sense that it is
Gillespie CS, Renshaw E
core  

Exact Distribution Theory in Structural Estimation with an Identity [PDF]

open access: yes
Some exact distribution theory is developed for structural equation models with and without identities. The theory includes LIML, IV and OLS. We relate the new results to earlier studies in the literature, including the pioneering work of Bergstrom (1962)
Peter C.B. Phillips
core  

Saddlepoint approximations as smoothers

open access: yes, 2017
This note investigates the sense in which saddlepoint approximations act as smoothers of discrete distributions. The discrete problem is embedded in a continuous model that closely matches it on the discrete sample space, with saddlepoint approximation ...
Davison, A. C., Wang, Suojin
core  

Efficient and accurate frailty model approach for genome-wide survival association analysis in large-scale biobanks. [PDF]

open access: yesNat Commun, 2022
Dey R   +13 more
europepmc   +1 more source

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