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
importance samplingnuisance parametersANOVAconditional inferencemultivariate \(t\)-distributionMonte Carlo errortesting homogeneity\(p^*\)-formulagamma parameterssaddlepoint densitytesting simultaneous exponentiality
Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- Unnamed Item
- Unnamed Item
- The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
- Bayesian computation and stochastic systems. With comments and reply.
- On a formula for the distribution of the maximum likelihood estimator
- Saddlepoint expansions for conditional distributions
- 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
This page was built for publication: Simulation-assisted saddlepoint approximation
