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Saddlepoint approximation near the endpoints of the support

✍ Scribed by Rungao Jin; John Robinson


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
111 KB
Volume
45
Category
Article
ISSN
0167-7152

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Saddlepoint methods present a convenient way to approximate probabilities associated with canonical su cient statistic vectors in generalized linear models. Implementing saddlepoint approximations requires calculating maximum likelihood estimators for the associated parameters. When the su cient sta

Empirical saddlepoint approximations of
✍ Wen Dai; John Robinson πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 104 KB

We obtain a saddlepoint approximation for the Studentized mean of a simple random sample taken without replacement from a ΓΏnite population. This is only possible if we know the entire population, so we also obtain an empirical saddlepoint approximation based on the sample alone. This empirical appro