Results 71 to 80 of about 483 (131)
Statistical inference based on saddlepoint approximations
, 2014 Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: The saddlepoint techniques for M-estimators have proved to be very accurate and robust even for small sample sizes.
Sabolová, Radka
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Reliabilities for feedback systems and their saddlepoint approximation
Statistical Science, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Saddlepoint approximations in the frequency domain
, 2016 Saddlepoint techniques provide accurate, higher order, small sample approximations to the distribution of estimators and test statistics. However, except for a few simple models, these approximations are not available in the framework of stationary time ...
Ronchetti, Elvezio, La Vecchia, Davide
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, 2020 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
Simon Broda, Marc S Paolella
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Saddlepoint approximations for the Bingham and Fisher-Bingham normalising constants
, 2005 The Fisher-Bingham distribution is obtained when a multivariate normal random vector is conditioned to have unit length. Its normalising constant can be expressed as an elementary function multiplied by the density, evaluated at 1, of a linear ...
Wood, Andrew T.A. +3 more
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Saddlepoint approximations for student's t-statistic without moment conditions
, 2004 Saddlepoint approximations for Student's t-statistics were derived by Daniels and Young (1991) under the indeed stringent exponential moment condition that the underlying density function dies away at least as fast as a normal density in the tails ...
Zhou, Wang
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The Empirical Saddlepoint Estimator
, 2017 Previous studies have shown that existing moment-based estimation approaches have poor small-sample performance in some applications. We propose an alternative that is based on the ESP (empirical saddlepoint) approximation of the solutions to the ...
Sowell, Fallaw, HOLCBLAT, Benjamin
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Saddlepoint approximations for continuous-time Markov processes
, 2006 This paper proposes saddlepoint expansions as a means to generate closed-form approximations to the transition densities and cumulative distribution functions of Markov processes. This method is applicable to a large class of models considered in finance,
Yu, Jialin, Aït-Sahalia, Yacine
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Explaining the saddlepoint approximation
, 1995 Saddlepoint approximations are powerful tools for obtaining accurate expressions for densities and distribution functions. \Ve give an elementary motivation and explanation of saddlepoint approximation techniques, stressing the connection with the familiar Taylor series expansions and the Laplace approximation of integrals.
Goutis, Constantinos, Casella, George
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TAUBERIAN 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
Takeuchi, Hiroyuki, 竹内, 宏行
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