Results 81 to 90 of about 483 (131)
MODIFIED BRANCHING PROCESS AND SADDLEPOINT APPROXIMATIONS
, 2020 This article presents a brief on using a saddlepoint approximations technique to solve some branching process problems; this method of approximation provides a good understanding of branching process behaviors such as probability density, mass function ...
ALMUTAIRI, ALYA
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Tail Exactness of Multivariate Saddlepoint Approximations
, 2007 We consider a log-concave density f in R m satisfying certain weak conditions, particularly on the Hessian matrix of \Gamma log f . For such a density, we prove tail exactness of the multivariate saddlepoint approximation. The proof is based on a local
O.E. Barndorff-Nielsen, C. Klüppelberg
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We obtain saddlepoint approximations for tail probabilities of the Studentized ratio and regression estimates of the population mean for a simple random sample taken without replacement from a finite population.
Agho, Kingsley, Dai, Wen, Robinson, John
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Evaluating the Anderson-Darling Distribution
Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical ...
George Marsaglia, John Marsaglia
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Robust tests based on dual divergence estimators and saddlepoint approximations
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
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A Comparison of Saddlepoint Approximations for Marginal Distributions
, 1997 We discuss some recent (nonparametric) approximations of tail probabilities of marginal distributions. They are based on saddlepoint techniques and have an error of order n-1.
Ronchetti, Elvezio
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An evaluation of saddlepoint approximations in the generalized linear model
, 1996 Thesis (Ph. D.)--University of Washington, 1996Higher order asymptotic methods based on the saddlepoint approximation to a density provide fast and accurate approximate inference in a variety of situations.
Platt, Robert William, 1968-
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Uniformity of Double Saddlepoint Conditional Probability Approximations
This paper presents results showing that the error involved in using the double saddlepoint distribution function approximations of Skovgaard (1987,J. Appl. Probab.24875-887) are uniformly bounded.
Kolassa, John E.
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General saddlepoint approximations of marginal densities and tail probabilities
, 2009 Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. They are based on the expansion of the statistic up to the second order.
Ronchetti, Elvezio +2 more
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