Simulation-assisted saddlepoint approximation

DOI10.1080/00949650601119833zbMath1145.62010OpenAlexW1967136186MaRDI QIDQ3527736

James G. Booth, Pamela Ohman Strickland, Richard K. Sutton, Ronald W. Butler

Publication date: 30 September 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650601119833

zbMATH Keywords

importance samplingnuisance parametersANOVAconditional inferencemultivariate \(t\)-distributionMonte Carlo errortesting homogeneity\(p^*\)-formulagamma parameterssaddlepoint densitytesting simultaneous exponentiality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations for the Bartlett-Nanda-Pillai trace statistic in multivariate analysis
• On the probable error of the ratio of two gamma means
• Saddlepoint approximations for P-values of some tests of covariance matrices
• Saddlepoint Approximations in Statistics

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