Pages that link to "Item:Q1595966"

The following pages link to Saddlepoint methods and statistical inference. With comments and a rejoinder by the author (Q1595966):

Displaying 50 items.

• Permutation p-value approximation via generalized Stolarsky invariance (Q151862) (← links)
• Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach (Q284179) (← links)
• Multivariate saddlepoint approximations in tail probability and conditional inference (Q627296) (← links)
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution (Q629143) (← 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)
• One-step saddlepoint approximations for quantiles (Q672434) (← links)
• Saddlepoint approximation in exponential models with boundary points (Q850757) (← links)
• Statistical options: crash resistant financial contracts based on robust estimation (Q871038) (← links)
• Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model (Q888022) (← links)
• Accurate parametric inference for small samples (Q907946) (← links)
• Saddlepoint method for obtaining tail probability of Wilk's likelihood ratio test (Q912516) (← links)
• Saddlepoint approximations in resampling analysis (Q916239) (← links)
• Normed likelihood as saddlepoint approximation (Q1105935) (← links)
• Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution. (Q1129104) (← links)
• An invariance property of marginal density and tail probability approximations for smooth functions (Q1181113) (← links)
• A note on inference for the mean parameter of the gamma distribution (Q1210286) (← links)
• Small sample approximations for spacing statistics (Q1299363) (← links)
• Series approximation methods in statistics (Q1324805) (← links)
• Improved invariant set estimation for general scale families (Q1346659) (← links)
• Numerical conversion of likelihood to significance (Q1361578) (← links)
• Quadrature methods for computing distributions. (Q1389393) (← links)
• Asymptotics and the theory of inference (Q1430906) (← links)
• Saddlepoint approximation at the edges of a conditional sample space (Q1593720) (← links)
• Classification error analysis in stereo vision (Q1618425) (← links)
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks (Q1678526) (← links)
• Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution (Q1683641) (← links)
• Differentiated logdensity approximants (Q1731375) (← links)
• First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
• On approximate inference for the two-parameter gamma model (Q1805535) (← links)
• An improved saddlepoint approximation based on the negative binomial distribution for the general birth process (Q1855614) (← links)
• Small sample asymptotics: A review with applications to robust statistics (Q1896073) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• Saddlepoint approximation for moments of random variables (Q1946961) (← links)
• Modified branching process and saddlepoint approximations (Q2019672) (← links)
• Improved methods of hazard rate function calculation using saddlepoint approximations (Q2019673) (← links)
• On the use of saddlepoint approximations in high dimensional inference (Q2023843) (← links)
• A least squares approach for saddle point problems (Q2111547) (← links)
• Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
• Saddle-point approximations, integrodifference equations, and invasions (Q2271895) (← links)
• Approximations of the cumulative distribution function for infinite weighted sum of random variables (Q2273733) (← links)
• Expanding the statistical flowgraph model framework to use any transition distribution (Q2324120) (← links)
• Second-order probability matching priors for the person parameter in unidimensional IRT models (Q2331191) (← links)
• Saddlepoint expansions for GEL estimators (Q2353365) (← links)
• Converting observed likelihood functions to tail probabilities (Q2365196) (← links)
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions (Q2388339) (← links)
• Saddlepoint approximation for moment generating functions of truncated random variables (Q2388340) (← links)
• Tail probability approximations for Student's \(t\)-statistics (Q2431747) (← links)
• Almost-exact parametric bootstrap calculation via the saddlepoint approximation (Q2563665) (← links)
• Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
• Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)