Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums
From MaRDI portal
Publication:2873915
DOI10.1080/03610926.2011.633731zbMath1280.62019OpenAlexW2000440802MaRDI QIDQ2873915
Publication date: 28 January 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.633731
double saddlepoint approximationlinear combination of Dirichlet componentsuniform selected order statistics
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
- Approximate distributions for the various serial correlograms
- Testing for independence: saddlepoint approximation to associated permutation distributions
- Calculating the Distribution of a Linear Combination of Uniform Order Statistics
- Randomization distributions and saddlepoint approximations in generalized linear models
- Saddlepoint Approximations with Applications
- Log-rank permutation tests for trend: saddlepointp-values and survival rate confidence intervals
- Saddlepoint expansions for conditional distributions
- Saddlepoint approximations in resampling methods
- Saddle point approximation for the distribution of the sum of independent random variables
- Reward model solution methods with impulse and rate rewards: an algorithm and numerical results
- Bayesian Kalman filtering with elliptically contoured errors
- An algorithm to calculate transient distributions of cumulative rate and impulse based reward
- On the distribution of linear combinations of the components of a Dirichlet random vector
- The Sampling Distribution of the Serial Correlation Coefficient
- The weighted log-rank class of permutation tests: P-values and confidence intervals using saddlepoint methods
- Characterizing the Gaussian and exponential laws via mappings onto the unit interval
- The Distribution of Linear Combinations of Order Statistics from the Uniform Distribution
- Estimation and decision for linear systems with elliptical random processes
- Saddlepoint Approximations in Statistics
- Extension of a Theorem by Harald Cramer on the Frequency Distribution of the Quotient of Two Variables
This page was built for publication: Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums