Results 111 to 120 of about 483 (131)

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.
openaire   +1 more source

Saddlepoint approximations for expectations

2009
Electrical Engineering, Mathematics and Computer ...
Huang, X. (author), Oosterlee, C.W. (author)   +1 more
openaire   +1 more source

Improved Methods of Hazard Rate Function Calculation Using Saddlepoint Approximations

Lobachevskii Journal of Mathematics, 2021
Alya Al Mutairi
exaly  

Uniform saddlepoint approximations for ratios of quadratic forms

Bernoulli, 2008
Ronald W Butler
exaly  

Saddlepoint approximations to option prices

Annals of Applied Probability, 1999
L C G Rogers
exaly  

The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison

Journal of Nonparametric Statistics, 2004
Sorana Froda
exaly  

Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions

Journal of the American Statistical Association, 1993
Andrew T A Wood, James G Booth, Ronald W Butler   +2 more
exaly  

Survival and Hazard Functions for Progressive Diseases Using Saddlepoint Approximations

Biometrics, 1999
Snehalata Huzurbazar, Aparna V Huzurbazar   +1 more
exaly  

Saddlepoint approximations to option price in a general equilibrium model

Statistics and Probability Letters, 2005
Jian Xiong, Augustine Wong
exaly  

Saddlepoint approximations for the probability of ruin in finite time

Scandinavian Actuarial Journal, 1995
Ole E Barndorff-Nielsen, Hanspeter Schmidli   +1 more
exaly