Results 61 to 70 of about 908 (194)

Black hole wavefunctions and microcanonical states

Journal of High Energy Physics
We consider the problem of defining a microcanonical thermofield double state at fixed energy and angular momentum from the gravitational path integral. A semiclassical approximation to this state is obtained by imposing a mixed boundary condition on an ...
Wan Zhen Chua, Thomas Hartman
doaj   +1 more source

Saddlepoint approximations for the doubly noncentral distribution [PDF]

Computational Statistics & Data Analysis, 2007
Closed-form approximations for the density and cumulative distribution function of the doubly noncentral t distribution are developed based on saddlepoint methods. They exhibit remarkable accuracy throughout the entire support of the distribution and are vastly superior to existing approximations.
Broda, Simon, Paolella, Marc S
openaire   +1 more source

The Empirical Saddlepoint Approximation for GMM Estimators [PDF]

, 2006
The empirical saddlepoint distribution provides an approximation to the sampling distributions for the GMM parameter estimates and the statistics that test the overidentifying restrictions.
Sowell, Fallaw
core  

Saddlepoint approximation in finance [PDF]

, 2011
Die Arbeit beschäftigt sich mit der Methode der Sattelpunkt-Approximation, die dazu verwendet wird die Dichte (und Tail-Wahrscheinlichkeit) einer Verteilung, die nicht in geschlossener Form gegeben ist, oder eine sehr komplizierte Darstellung hat ...
Mair, Florian
core  

Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion [PDF]

, 2016
A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived.
Gatto, Riccardo, Baumgartner, Benjamin
core   +1 more source

On the Use of Saddlepoint Approximations in High Dimensional Inference [PDF]

Sankhya A, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)

Applied Stochastic Models in Business and Industry, Volume 40, Issue 5, Page 1206-1208, September/October 2024.
Félix Belzunce, Jorge Navarro
wiley   +1 more source

Generalized Linear Model (GLM) Applications for the Exponential Dispersion Model Generated by the Landau Distribution

Mathematics
The exponential dispersion model (EDM) generated by the Landau distribution, denoted by EDM-EVF (exponential variance function), belongs to the Tweedie scale with power infinity. Its density function does not have an explicit form and, as of yet, has not
Shaul K. Bar-Lev, Xu Liu, Ad Ridder, Ziyu Xiang   +3 more
doaj   +1 more source

Saddlepoint Approximations for Optimal Unit Root Tests [PDF]

This 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.
Patrick Marsh
core  

An Improved Approximation to the Distributions in GMM Estimation [PDF]

The empirical saddlepoint distribution provides an approximation to the sampling distributions for the GMM parameter estimates and the statistics that test the overidentifying restrictions.
Fallaw Sowell
core