Saddle Point Approximations

作者: George H. Weiss

DOI: 10.1002/0471667196.ESS2327

关键词: Mathematical analysisMathematicsSaddle pointMonkey saddle

摘要:

参考文章(15)
I. J. Good, THE MULTIVARIATE SADDLEPOINT METHOD AND CHI-SQUARED FOR THE MULTINOMIAL DISTRIBUTION Annals of Mathematical Statistics. ,vol. 32, pp. 535- 548 ,(1961) , 10.1214/AOMS/1177705059
G H Weiss, J E Kiefer, The Pearson random walk with unequal step sizes Journal of Physics A. ,vol. 16, pp. 489- 495 ,(1983) , 10.1088/0305-4470/16/3/009
I. J. Good, Saddle-point Methods for the Multinomial Distribution Annals of Mathematical Statistics. ,vol. 28, pp. 861- 881 ,(1957) , 10.1214/AOMS/1177706790
H. E. DANIELS, The approximate distribution of serial correlation coefficients Biometrika. ,vol. 43, pp. 169- 185 ,(1956) , 10.1093/BIOMET/43.1-2.169
David Blackwell, J. L. Hodges, The Probability in the Extreme Tail of a Convolution Annals of Mathematical Statistics. ,vol. 30, pp. 1113- 1120 ,(1959) , 10.1214/AOMS/1177706094
CHRISTOPHER A. FIELD, FRANK R. HAMPEL, Small-sample asymptotic distributions of M-estimators of location Biometrika. ,vol. 69, pp. 29- 46 ,(1982) , 10.1093/BIOMET/69.1.29
H. E. Daniels, Saddlepoint Approximations in Statistics Annals of Mathematical Statistics. ,vol. 25, pp. 631- 650 ,(1954) , 10.1214/AOMS/1177728652
V. V. Petrov, On the Probabilities of Large Deviations for Sums of Independent Random Variables Theory of Probability and Its Applications. ,vol. 10, pp. 287- 298 ,(1965) , 10.1137/1110033
S Dvorak, Asymptotic behaviour of the chain molecule distribution function Journal of Physics A: General Physics. ,vol. 5, pp. 85- 94 ,(1972) , 10.1088/0305-4470/5/1/013
R. R. Bahadur, R. Ranga Rao, On Deviations of the Sample Mean The Annals of Mathematical Statistics. ,vol. 31, pp. 1015- 1027 ,(1960) , 10.1214/AOMS/1177705674