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Saddlepoint approximation of random-coding bounds
2011 Information Theory and Applications Workshop, 2011This paper considers random-coding bounds to the decoding error probability with maximum-metric mismatched decoders. Their error exponents are determined and the saddle-point approximation to the corresponding probability is derived. This approximation is accurate and allows for simple numerical evaluation, as verified for several channels of interest.
Alfonso Martinez +1 more
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SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS
Econometric Theory, 2011This paper provides a (saddlepoint) tail probability approximation for the distribution of an optimal unit root test. Under restrictive assumptions, Gaussianity, and known covariance structure, the order of error of the approximation is given. More generally, when innovations are a linear process in martingale differences, the estimated saddlepoint is ...
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Saddlepoint Approximations with Applications
2007Modern 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 expectations
2009Electrical Engineering, Mathematics and Computer ...
Huang, X. (author) +1 more
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An improved high order moment-based saddlepoint approximation method for reliability analysis
Applied Mathematical Modelling, 2020Hao Lu, Zhencai Zhu
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Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
Annals of Statistics, 2022Jesse Goodman
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Double Saddlepoint Approximation: Properties and Applications
Lobachevskii Journal of Mathematics, 2023Alya Al Mutairi
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Probabilistic uncertainty analysis by mean-value first order Saddlepoint Approximation
Reliability Engineering and System Safety, 2008Xiaoping Du
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