Results 71 to 80 of about 5,999 (179)
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
Backreaction on Moving Mirrors and Black Hole Radiation [PDF]
, 1996 We compute the effect of quantum mechanical backreaction on the spectrum of radiation in a dynamical moving mirror model, mimicking the effect of a gravitational collapse geometry.
Tuning, Niels, Verlinde, Herman
core +2 more sources
Empirical Saddlepoint Approximations for Multivariate M-Estimators
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1994 SUMMARY In this paper, we investigate the use of the empirical distribution function in place of the underlying distribution function F to construct an empirical saddlepoint approximation to the density fn of a general multivariate M-estimator.
Ronchetti, Elvezio, Welsh, Alan H.
openaire +3 more sources
MathematicsThe 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 +3 more
doaj +1 more source
, 2012 We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and rank tests and could be used in bootstrap approximations.
Kolassa, John, Robinson, John
core +1 more source
Journal of Statistical Theory and Applications (JSTA)Left-truncated data arise when events of interest are only recorded if they occur after a pre-specified time point. Events occurring before this point are excluded from the dataset, resulting in left truncation.
Kholoud S. Kamal +1 more
doaj +1 more source
Precursors, black holes, and a locality bound
, 2001 We revisit the problem of precursors in the AdS/CFT correspondence. Identification of the precursors is expected to improve our understanding of the tension between holography and bulk locality and of the resolution of the black hole information paradox.
A. Lawrence +19 more
core +3 more sources
Compound Sums and their Applications in Finance
Journal of Mathematical and Fundamental Sciences, 2019 Compound sums arise frequently in insurance (total claim size in a portfolio) and in accountancy (total error amount in audit populations). As the normal approximation for compound sums usually performs very badly, one may look for better methods for ...
R. Helmersr, B. Tarigan
doaj
Some Remarks About Induced QCD
, 1992 Migdal and Kazakov have suggested that lattice QCD with an adjoint representation scalar in the infinite coupling limit could induce QCD. I find an exact saddlepoint of this theory for infinite $N$ in the case of a quadratic scalar potential. I discuss
Brézin +6 more
core +1 more source