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Volumn 31, Issue 1, 2003, Pages 274-286

Multivariate saddlepoint tail probability approximations

Author keywords

Conditional probability; Hypergeometric distribution; Lattice variable; Tail probability

Indexed keywords


EID: 21144438847     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1046294465     Document Type: Article
Times cited : (25)

References (13)
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    • Daniels, H.E.1
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    • KOLASSA, J. E. (1997). Infinite parameter estimates in logistic regression, with application to approximate conditional inference. Scand. J. Statist. 24 523-530.
    • (1997) Scand. J. Statist. , vol.24 , pp. 523-530
    • Kolassa, J.E.1
  • 6
    • 0009148958 scopus 로고    scopus 로고
    • Uniformity of double saddlepoint conditional probability approximations
    • KOLASSA, J. E. (1998). Uniformity of double saddlepoint conditional probability approximations. J. Multivariate Anal. 64 66-85.
    • (1998) J. Multivariate Anal. , vol.64 , pp. 66-85
    • Kolassa, J.E.1
  • 7
    • 0000660352 scopus 로고
    • Saddle point approximation for the distribution of the sum of independent random variables
    • LUGANNANI, R. and RICE, S. (1980). Saddle point approximation for the distribution of the sum of independent random variables. Adv. in Appl. Probab. 12 475-490.
    • (1980) Adv. in Appl. Probab. , vol.12 , pp. 475-490
    • Lugannani, R.1    Rice, S.2
  • 8
    • 0003105664 scopus 로고    scopus 로고
    • Improving on exact tests by approximate conditioning
    • PIERCE, D. A. and PETERS, D. (1999). Improving on exact tests by approximate conditioning. Biometrika 86 265-277.
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    • Pierce, D.A.1    Peters, D.2
  • 9
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    • Saddlepoint approximations for permutation tests and confidence intervals
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    • Robinson, J.1
  • 10
    • 84989454119 scopus 로고
    • Uniform validity of saddlepoint expansion on compact sets
    • ROUTLEDGE, R. and TSAO, M. (1995). Uniform validity of saddlepoint expansion on compact sets. Canad. J. Statist. 23 425-431.
    • (1995) Canad. J. Statist. , vol.23 , pp. 425-431
    • Routledge, R.1    Tsao, M.2
  • 11
    • 0000045884 scopus 로고
    • Saddlepoint expansions for conditional distributions
    • SKOVGAARD, I. M. (1987). Saddlepoint expansions for conditional distributions. J. Appl. Probab. 24 875-887.
    • (1987) J. Appl. Probab. , vol.24 , pp. 875-887
    • Skovgaard, I.M.1
  • 13
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    • Saddlepoint approximations for bivariate distributions
    • WANG, S. (1990). Saddlepoint approximations for bivariate distributions. J. Appl. Probab. 27 586-597.
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    • Wang, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.