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Saddlepoint Approximations with Applications

2007
Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications.
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Saddlepoint approximations for nonlinear statistics

Canadian Journal of Statistics, 1990
AbstractIt is well known that saddlepoint expansions lead to accurate approximations to the cumulative distributions and densities of a sample mean and other simple linear statistics. The use of such expansions is explored in a broader situation. The saddlepoint formula for the tail probability of a certain type of nonlinear statistic is derived.
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Saddlepoint approximations for bivariate distributions

Journal of Applied Probability, 1990
A saddlepoint approximation is derived for the cumulative distribution function of the sample mean of n independent bivariate random vectors. The derivations use Lugannani and Rice's saddlepoint formula and the standard bivariated normal distribution function. The separate versions of the approximation for the discrete cases are also given.
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Saddlepoint approximations in conditional inference

Journal of Applied Probability, 1993
Saddlepoint approximations are derived for the conditional cumulative distribution function and density ofwhereis the sample mean ofni.i.d. bivariate random variables andg(x, y) is a non-linear function. The relative error of orderO(n–1) is retained.
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Saddlepoint approximations for expectations

2009
Electrical Engineering, Mathematics and Computer ...
Huang, X. (author), Oosterlee, C.W. (author)   +1 more
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Positioning accuracy reliability analysis of industrial robots based on differential kinematics and saddlepoint approximation

Mechanism and Machine Theory, 2021
Peng Huang, Hong-Zhong Huang, Yan-Feng Li   +2 more
exaly  

An improved high order moment-based saddlepoint approximation method for reliability analysis

Applied Mathematical Modelling, 2020
Hao Lu, Zhencai Zhu
exaly  

Double Saddlepoint Approximation: Properties and Applications

Lobachevskii Journal of Mathematics, 2023
Alya Al Mutairi
exaly  

Probabilistic uncertainty analysis by mean-value first order Saddlepoint Approximation

Reliability Engineering and System Safety, 2008
Xiaoping Du
exaly  

Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

Journal of the American Statistical Association, 2015
Xanthi X Pedeli, Konstantinos Fokianos
exaly