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Saddlepoint Approximations with Applications

open access: yesJournal of the Royal Statistical Society Series A: Statistics in Society, 2008
openaire   +1 more source

Accurate computation of survival statistics in genome-wide studies. [PDF]

open access: yesPLoS Comput Biol, 2015
Vandin F   +3 more
europepmc   +1 more source

TAUBERIAN PROPERTY IN SADDLEPOINT APPROXIMATIONS

open access: yesTAUBERIAN PROPERTY IN SADDLEPOINT APPROXIMATIONS
A Tauberian theorem which is related to the saddlepoint in the saddlepoint approximations of $ M $-estimates is investigated. It is shown that the asymptotic behavior of the saddlepoint at infinity plays a substantial role in this context. We also show a pointwise convergence of a sequence of the saddlepoints which may be taken as a version of the ...
openaire  

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