Results 51 to 60 of about 483 (131)
Approximation for probability of coverage in softly inhibitive cellular networks
Electronics Letters, Volume 60, Issue 17, September 2024.The author mainly develops an analytically tractable distribution of empty space distance and explores the PGFL's upper bound for stationary Strauss point processes. These findings significantly simplify the derivation of the Laplace transform of cumulative interference as well as the overall probability of coverage in Strauss‐modelled cellular ...
Chunlin Chen
wiley +1 more source
Tail Exactness of Multivariate Saddlepoint Approximations [PDF]
Scandinavian Journal of Statistics, 1999 We consider a log‐concave density f in Rm satisfying certain weak conditions, particularly on the Hessian matrix of log f. For such a density, we prove tail exactness of the multivariate saddlepoint approximation. The proof is based on a local limit theorem for the exponential family generated by f.
Barndorff-Nielsen, O. E. +1 more
openaire +3 more sources
Stochastic credibility and optimal monetary policy
Australian Economic Papers, Volume 63, Issue S1, Page 124-134, May 2024.Abstract In this paper, I study optimal monetary policy in a simple New Keynesian model with loose commitment and stochastic credibility. The loose commitment framework breaks the commitment‐discretion dichotomy in optimal monetary policy problems and allows for intermediate cases between commitment and discretion.
Oscar To
wiley +1 more source
Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators [PDF]
, 2015 This article proposes computing sensitivities of upper tail probabilities of random sums by the saddlepoint approximation. The considered sensitivity is the derivative of the upper tail probability with respect to the parameter of the summation index ...
Peeters, Chantal, Gatto, Riccardo
core +1 more source
Saddlepoint approximations to the trimmed mean [PDF]
, 2002 Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established. Some numerical evidence on the quality of our saddlepoint approximations is also included.
Helmers, Roelof +4 more
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Robust tests based on dual divergence estimators and saddlepoint approximations
, 2010 This paper is devoted to robust hypothesis testing based on saddlepoint approximations in the framework of general parametric models. As is known, two main problems can arise when using classical tests. First, the models are approximations of reality and
Toma, Aida, Leoni-Aubin, Samuela
core +2 more sources
Normed likelihood as saddlepoint approximation
Journal of Multivariate Analysis, 1988 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
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
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