scientific article

From MaRDI portal
Publication:2859015

zbMath1274.62008MaRDI QIDQ2859015

Jens Ledet Jensen

Publication date: 6 November 2013


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives, Robust GMM tests for structural breaks, Integrated likelihood computation methods, Asymptotic normality with small relative errors of posterior probabilities of half-spaces, Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion, Von Mises approximation of the critical value of a test, Saddlepoint approximations for continuous-time Markov processes, Saddlepoint approximations to the trimmed mean, Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach, Composite likelihood inference by nonparametric saddlepoint tests, Probability distribution as a path and its action integral, On the Laplace transform of the lognormal distribution, An approach to the residence time distribution for stochastic multi-compartment models, Between data cleaning and inference: pre-averaging and robust estimators of the efficient price, Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions, Saddlepoint approximation for moment generating functions of truncated random variables, The empirical saddlepoint estimator, Saddlepoint approximations for the probability mass functions of some nonparametric test statistics, On the non-existence of a Bartlett correction for unit root tests, System reliability analysis with saddlepoint approximation, Uniformity of double saddlepoint conditional probability approximations, Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks, A reversion of the Chernoff bound, Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion, Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk, Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations, On the distribution of the sum of independent and non-identically extended exponential random variables, Asymptotic expansion and estimates of Wiener functionals, Cramér-type moderate deviation for Studentized compound Poisson sum, Local score tests in mixture exponential family, Lot acceptance and compliance testing based on the sample mean and minimum/maximum, Tail probability approximations for Student's \(t\)-statistics, Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks, Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions, Inverting a saddlepoint approximation., A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model, Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform, Large deviations for quadratic forms of stationary Gaussian processes, Present value distributions with applications to ruin theory and stochastic equations, On a saddlepoint approximation to the Markov binomial distribution, Long runs under a conditional limit distribution, Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods, Cumulant varieties, Log-concavity and strong log-concavity: a review, Light tails: all summands are large when the empirical mean is large, Tails of random sums of a heavy-tailed number of light-tailed terms, Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\), Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime, Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models, Bivariate stopped-sum distributions using saddlepoint methods, A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion, Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls, Approximations to the distribution of sum of independent non-identically gamma random variables, Approximating the distribution function of risk, Tail behavior of random products and stochastic exponentials, Robust tests based on dual divergence estimators and saddlepoint approximations, Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model, Saddlepoint approximations to option price in a general equilibrium model, The Professional Career and Contributions of Professor Masafumi Akahira, The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models, Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators, On stochastic setting of stationary phase method, Finite-sample density and its small sample asymptotic approximation, A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes, Studentized bootstrap confidence intervals based onM-estimates, Saddlepoint approximations for affine jump-diffusion models, Chi-square tests under models close to the normal distribution, On the use of saddlepoint approximations in high dimensional inference, Saddlepoint approach to inference for response probabilities under the logistic response model, Saddlepoint approximations for short and long memory time series: a frequency domain approach, Uniform saddlepoint approximations for ratios of quadratic forms, Approximate inference for the multinomial logit model, A one-factor conditionally linear commodity pricing model under partial information, Improved Measures of the Spread of Data for Some Unknown Complex Distributions Using Saddlepoint Approximations, Saddlepoint approximation near the endpoints of the support, Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences, Saddlepoint approximations for the distribution of some robust estimators of the variogram, Bias-adjusted estimation in the ARX(1) model, One-sample location test based on the sign and Wilcoxon signed-rank tests, Saddlepoint Approximation for Sample Quantiles with Some Applications, Sharp large deviations for a class of normalized L-statistics and applications, Bartlett identities and large deviations in likelihood theory, Saddlepoint expansions in terms of Bell polynomials, Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions, Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items, Large deviations of combinatorial distributions. II: Local limit theorems, Asymptotic approximations for some distributions of ratios, Sharp large deviations in nonparametric estimation, Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations, Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families., Laplace approximations for hypergeometric functions with matrix argument, Saddlepoint approximations to option prices, Sampling at subexponential times, with queueing applications, Local likelihood ratio tests in the normal mixture model, An improved saddlepoint approximation based on the negative binomial distribution for the general birth process, Saddlepoint Approximations for Stopped-Sum Distributions, Ruin probabilities and aggregrate claims distributions for shot noise Cox processes, Saddlepoint expansions in linear regression., Saddlepoint expansions for GEL estimators, Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments, A Gibbs Conditional Theorem under Extreme Deviation, Chernoff and Berry–Esséen inequalities for Markov processes, Comparison of risks of estimators under the LINEX loss for a family of truncated distributions, The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison, Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance, High order asymptotic expansion for Wiener functionals, On the distribution-tail behaviour of the product of normal random variables, On the largest part size of low‐rank combinatorial assemblies, Stable Asymptotics for M‐estimators, Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations, The stability of the probability of ruin, On modified Anderson-Darling test statistics with asymptotic properties, Saddlepoint Approximations for Spatial Panel Data Models, Refined behaviour of a conditioned random walk in the large deviations regime, Unnamed Item, Unnamed Item, Unnamed Item, Generic Consistency for Approximate Stochastic Programming and Statistical Problems, Convergence results on multitype, multivariate branching random walks, Gaussian Approximations for Probability Measures on $R^d$, On the three-dimensional negative binomial distribution, ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS, Applying the saddlepoint approximation to bivariate stochastic processes, Bayesian Logistic Betting Strategy Against Probability Forecasting, On Large Deviations of Sums of Independent Random Variables, Survival and Hazard Functions for Progressive Diseases Using Saddlepoint Approximations, Tail asymptotics of light-tailed Weibull-like sums, A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis, Estimation in discrete parameter models, Approximating the tail probabilities of the longest run in a sequence of Bernoulli trials, Saddlepoint Approximations for a Product and Its Application, A simple derivation of the refined sphere packing bound under certain symmetry hypotheses, A comparative study of confidence intervals for negative binomial proportion, Asymptotic tail approximations for some nonparametric test statistics, Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic, Extreme Event Quantification in Dynamical Systems with Random Components, A fixed-point method for the saddlepoint approximation quantile, Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications, The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables, The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables, RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD, Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions