Multivariate saddlepoint approximations in tail probability and conditional inference

DOI10.3150/09-BEJ237zbMath1207.62118arXiv1011.5775OpenAlexW2023688798MaRDI QIDQ627296

Jixin Li, John E. Kolassa

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5775

zbMATH Keywords

saddlepoint approximationtail probabilityconditional probabilityWatson's lemma

Mathematics Subject Classification ID

Related Items (4)

Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design ⋮ On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective ⋮ Unnamed Item ⋮ Saddlepointp-values for a class of tests for comparing competing risks with censored data

Uses Software

• Mathematica
• SAS

Cites Work

• Unnamed Item
• Multivariate saddlepoint tail probability approximations
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Saddlepoint approximations for bivariate distributions
• Saddlepoint expansions for conditional distributions
• Saddle point approximation for the distribution of the sum of independent random variables
• The modified signed likelihood statistic and saddlepoint approximations
• Tail Probability Approximations
• Approximate multivariate conditional inference using the adjusted profile likelihood
• The Polarizability of the Neutron in an Electrostatic Field
• Saddlepoint Approximations in Statistics
• Series approximation methods in statistics.

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