The following pages link to Saddlepoint approximations (Q2859015):
Displaying 50 items.
- Robust GMM tests for structural breaks (Q265111) (← links)
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach (Q284179) (← links)
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- System reliability analysis with saddlepoint approximation (Q381504) (← links)
- On a saddlepoint approximation to the Markov binomial distribution (Q467865) (← links)
- Long runs under a conditional limit distribution (Q473155) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- Log-concavity and strong log-concavity: a review (Q485901) (← links)
- Light tails: all summands are large when the empirical mean is large (Q488099) (← links)
- On stochastic setting of stationary phase method (Q550658) (← links)
- Finite-sample density and its small sample asymptotic approximation (Q553074) (← links)
- A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model (Q650720) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
- Saddle point theorems (Q811419) (← links)
- Probability distribution as a path and its action integral (Q830254) (← links)
- A reversion of the Chernoff bound (Q886331) (← links)
- Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime (Q943987) (← links)
- Bivariate stopped-sum distributions using saddlepoint methods (Q947190) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Approximating the distribution function of risk (Q957280) (← links)
- Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209) (← links)
- Uniform saddlepoint approximations for ratios of quadratic forms (Q1002579) (← links)
- Approximate inference for the multinomial logit model (Q1003429) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Large deviations of combinatorial distributions. II: Local limit theorems (Q1296622) (← links)
- Saddlepoint approximations to option prices (Q1305423) (← links)
- Series approximation methods in statistics (Q1324805) (← links)
- On the non-existence of a Bartlett correction for unit root tests (Q1373988) (← links)
- Uniformity of double saddlepoint conditional probability approximations (Q1383912) (← links)
- Local score tests in mixture exponential family (Q1408734) (← links)
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks (Q1413670) (← links)
- Inverting a saddlepoint approximation. (Q1424457) (← links)
- Reliabilities for feedback systems and their saddlepoint approximation. (Q1431186) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Local likelihood ratio tests in the normal mixture model (Q1593718) (← links)
- A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives (Q1613104) (← links)
- Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
- Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks (Q1678526) (← links)
- Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251) (← links)
- Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions (Q1707047) (← links)
- Saddlepoint approach to inference for response probabilities under the logistic response model (Q1781521) (← links)
- Saddlepoint approximation near the endpoints of the support (Q1808684) (← links)
- Saddle quantities and applications (Q1825342) (← links)
