Pages that link to "Item:Q4389292"

The following pages link to A Saddle Point Approximation for Certain Multivariate Tail Probabilities (Q4389292):

Displaying 9 items.

• Multivariate saddlepoint approximations in tail probability and conditional inference (Q627296) (← links)
• A reversion of the Chernoff bound (Q886331) (← links)
• Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
• A note on the tail accuracy of the univariate saddlepoint approximation (Q1209809) (← links)
• On multidimensional expansions of distributions of sums by the saddle point method (Q1355336) (← links)
• Portfolio value at risk based on independent component analysis (Q2372954) (← links)
• Saddlepoint approximations for multinomial distributions,with applications to the joint (Q4361983) (← links)
• Applying the saddlepoint approximation to bivariate stochastic processes (Q5926104) (← links)
• A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables (Q6087531) (← links)