Results 11 to 20 of about 483 (131)
Mathematics, 2021 Let Z(s)=(Z1(s),…,Zp(s))t be an isotropic second-order stationary multivariate spatial process. We measure the statistical association between the p random components of Z with the correlation coefficients and measure the spatial dependence with ...
Alfonso García-Pérez +1 more
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ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONS [PDF]
Bulletin of informatics and cybernetics, 1999 Summary: In this paper we examine the behavior of the saddlepoint in the saddlepoint approximations for the \(M\)-estimators of location. The results of the study are useful when applying a numerical method to solve an equation with respect to the saddlepoint and when considering the approximations from a theoretical point of view.
Takeuchi, Hiroyuki, 竹内, 宏行
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Approximate and estimated saddlepoint approximations [PDF]
Canadian Journal of Statistics, 2002 AbstractClassical saddlepoint methods, which assume that the cumulant generating function is known, result in an approximation to the distribution that achieves an error of orderO(n−1). The authors give a general theorem to address the accuracy of saddlepoint approximations in which the cumulant generating function has been estimated or approximated ...
Ohman-Strickland, Pamela +1 more
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Laplace and saddlepoint approximations in high dimensions
Bernoulli56 ...
Tang, Yanbo, Reid, Nancy
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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
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ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONS
ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONSIn this paper we shall examine the behavior of the saddlepoint in the saddlepoint approximations for the $ M $-estimators of location. It is of use when applying a numerical method to solve an equation with respect to the saddlepoint as well as considering theoretical view of the approximations.
Takeuchi, Hiroyuki, 竹内, 宏行
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SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS [PDF]
Econometric Theory, 1998 Many estimators and tests are of the form of a ratio of quadratic forms in normal variables. Excepting a few very special cases little is known about the density or distribution of these ratios, particularly if we allow for noncentrality in the quadratic forms.
Marsh, P.W.N.
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Computation of the Distribution of the Sum of Independent Negative Binomial Random Variables
Mathematical and Computational Applications, 2023 The distribution of the sum of negative binomial random variables has a special role in insurance mathematics, actuarial sciences, and ecology. Two methods to estimate this distribution have been published: a finite-sum exact expression and a series ...
Marc Girondot, Jon Barry
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A New Estimator: Median of the Distribution of the Mean in Robustness
Mathematics, 2023 In some statistical methods, the statistical information is provided in terms of the values used by classical estimators, such as the sample mean and sample variance.
Alfonso García-Pérez
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On Robustness for Spatio-Temporal Data
Mathematics, 2022 The spatio-temporal variogram is an important factor in spatio-temporal prediction through kriging, especially in fields such as environmental sustainability or climate change, where spatio-temporal data analysis is based on this concept.
Alfonso García-Pérez
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