Results 131 to 140 of about 5,999 (179)

Inverting a saddlepoint approximation

Statistics and Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jorge M Arevalillo
exaly   +2 more sources

An improved saddlepoint approximation

Mathematical Biosciences, 2007
Given a set of third- or higher-order moments, not only is the saddlepoint approximation the only realistic 'family-free' technique available for constructing an associated probability distribution, but it is 'optimal' in the sense that it is based on the highly efficient numerical method of steepest descents.
Gillespie CS, Renshaw E
openaire   +4 more sources

Saddlepoint approximations in resampling methods

Biometrika, 1988
Summary: Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.
Davison, Anthony C., Hinkley, David V.
openaire   +2 more sources

Exact Saddlepoint Approximations

Biometrika, 1980
SUMMARY The renormalized saddlepoint approximation to the probability density of ani estimator' often has a surprisingly low relative error over the whole admissible range of the parameter. In particular it is known to be exact for certain densities. This raises the question of how to characterize the class of such exact cases.
openaire   +1 more source

On the bootstrap saddlepoint approximations

Biometrika, 1994
Summary: We compare saddlepoint approximations to the exact distributions of a Studentized mean and to its bootstrap approximation. We show that, on bounded sets, these empirical saddlepoint approximations achieve second order relative errors uniformly. We also consider the relative errors for larger deviations.
Jing, Bingyi   +2 more
openaire   +3 more sources

Partial Saddlepoint Approximations for Transformed Means

Scandinavian Journal of Statistics, 2002
The full saddlepoint approximation for real valued smooth functions of means requires the existence of the joint cumulant generating function for the entire vector of random variables which are being transformed. We propose a mixed saddlepoint‐Edgeworth approximation requiring the existence of a cumulant generating function for only part of the random ...
Jing, Bing Yi, Kolassa, JE, Robinson, J.
openaire   +1 more source

Simulation-assisted saddlepoint approximation

Journal of Statistical Computation and Simulation, 2008
A general saddlepoint/Monte Carlo method to approximate (conditional) multivariate probabilities is presented. This method requires a tractable joint moment generating function (m.g.f.), but does not require a tractable distribution or density. The method is easy to program and has a third-order accuracy with respect to increasing sample size in ...
R. W. Butler   +3 more
openaire   +1 more source

Practical Saddlepoint Approximations

The American Statistician, 1999
Abstract This article illustrates univariate and conditional saddle-point density and distribution function approximations. The emphasis is on the applications and on the calculations needed to compute the approximations. Uses of the approximations include p value computations for some test statistics, approximations of finite mixture distributions ...
openaire   +1 more source

Modified Branching Process and Saddlepoint Approximations

Lobachevskii Journal of Mathematics, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

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