Results 121 to 130 of about 908 (194)

A new look at the relationship between Edgeworth expansion and saddlepoint approximation

open access: yes
The Edgeworth expansion of the density of the sample mean is obtained, up to the second order, by expanding the saddlepoint approximation. This is achieved through an expansion of the saddlepoint which gives an explicit formula to the latter ...
Monti, Anna Clara
core  

The saddlepoint approximation for averages of conditionally independent random variables

open access: yes
Motivated by the application of saddlepoint approximations to resampling-based statistical tests, we prove that the Lugannani-Rice formula has vanishing relative error when applied to approximate conditional tail probabilities of averages of ...
Niu, Ziang   +2 more
core  

Predicting rare events using neural networks and short-trajectory data. [PDF]

open access: yesJ Comput Phys, 2023
Strahan J, Finkel J, Dinner AR, Weare J.
europepmc   +1 more source

Nonparametric optimal designs for degradation tests. [PDF]

open access: yesJ Appl Stat, 2020
Balakrishnan N, Qin C.
europepmc   +1 more source

Saddlepoint approximations for curved exponential families

open access: yes
An approximation of the density of the maximum likelihood estimator in curved exponential families is derived using a saddlepoint expansion. The approximation is particularly simple in nonlinear regression.
Hougaard, Philip
core  

Computationally efficient meta-analysis of gene-based tests using summary statistics in large-scale genetic studies. [PDF]

open access: yesNat Genet
Joseph TA   +15 more
europepmc   +1 more source

Scalable and accurate rare variant meta-analysis with Meta-SAIGE. [PDF]

open access: yesNat Genet
Park E   +7 more
europepmc   +1 more source

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