SADDLEPOINT APPROXIMATIONS WITH APPLICATIONS.

摘要: Preface 1. Fundamental approximations 2. Properties and derivatives 3. Multivariate densities 4. Conditional distribution functions 5. Exponential families tilted distributions 6. Further exponential family examples theory 7. Probability computation with p* 8. Probabilities r*-type 9. Nuisance parameters 10. Sequential saddlepoint applications 11. Applications to multivariate testing 12. Ratios roots of estimating equations 13. First passage time event 14. Bootstrapping in the transform domain 15. Bayesian 16. Non-normal bases References Index.