saddlepoint approximations
Saddlepoint approximations for the normalizing constant of Fisher–Bingham distributions on products of spheres and Stiefel manifolds
... (2005) saddlepoint approach to enable the accurate approximation of the normalizing constant of two types of generalization of (1): to Fisher–Bingham distributions on Cartesian products of spheres, and to ...
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Mismatched Decoding: Error Exponents, Second-Order Rates and Saddlepoint Approximations
... Abstract—This paper considers the problem of channel coding with a given (possibly suboptimal) maximum-metric decoding rule. A cost-constrained random-coding ensemble with multiple auxiliary costs is introduced, and is ...
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Saddlepoint approximations for multivariate M -estimates with applications to bootstrap accuracy
... 10 saddlepoint approximations corresponding to each of the four values of ...the saddlepoint are seen to be very close from the last column (SDDIF) and much of the small variation can be explained by ...
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Saddlepoint approximations for noncentral quadratic forms
... considered saddlepoint-type ap- proximations for statistics similar to q~v!+ In Lieberman ~1994a!, approximate moments were found for v having some unspecified distribution, while in Lie- berman ~1994b!, ...
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Saddlepoint Approximations for Multivariate M-Estimates with Applications to Bootstrap Accuracy
... the saddlepoint approach is performed on only some of the variables involved in the test ...the saddlepoint is applied in neighbourhoods and then ...
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Polynomially Adjusted Saddlepoint Density Approximations
... the saddlepoint approximation in the distributional tails is introduced as ...accurate approximations to the distributions of the Durbin-Watson statistic and a certain portmanteau test statistic are ...the ...
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Small sample saddlepoint confidence intervals in epidemiology
... involve saddlepoint approximations to the intractable distribution of a weighted sum of Poisson random variables and the deter- mination of hypothetical Poisson mean values for each of the age ...the ...
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Improved small sample inference for efficient method of moments and indirect inference estimators
... The poor performance in finite samples of traditional coefficient and overidentification tests based on the EMM or II objective function indicates a failure of first order asymptotic theory for the distribution of these ...
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Estimation and simulation in directional and statistical shape models
... on saddlepoint approximations for finite mixtures of the normalizing constants of Bingham ...Integrated Saddlepoint (ISP) approximation and the Saddlepoint-Integration (SPI) ...
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On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
... In order to show the relationship between empirical likelihood techniques and empirical saddlepoint approximations, we compare in § 3 the expansions of minus twice the empirical log-like[r] ...
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SADDLEPOINT APPR OXIMA TION FOR SV-MODELS
... SpSV ps Saddlepoint Approximations for Stochastic Volatility Models Michael Studer Dept Mathematik, ETH Z?urich, 8092 Z?urich, CH E mail studerm@math ethz ch It is well known that the saddlepoint appr[.] ...
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Small-sample asymptotic distributions of M-estimators of location
... It turns out (Hampel, 1974a) that this method is formally nearly equivalent to the saddlepoint method as used by Daniels (1954) and can be viewed as another, more elementary, way of deri[r] ...
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Asymptotic skew under stochastic volatility
... Comment : The differential operator here corresponds to (1). In the following, as we will only consider τ → ∞, the dominant term of the above equation is the smallest eigenvalue, so we do not need to develop the solution ...
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Error Estimates of the Extrapolated Crank Nicolson Discontinuous Galerkin Approximations for Nonlinear Sobolev Equations
... Compared to the classical Galerkin method, the discontinuous Galerkin method is very well suited for adaptive control of error and can deliver high orders of accuracy when the exact solution is sufficiently smooth. In 12 ...
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Accuracy of quasicontinuum approximations near instabilities
... QC approximations approximate the stability region of the full atomistic model in a way that can be controlled in the setup of the method (for example, by a judicious choice of the atomistic ...
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EE 508 Lecture 11. The Approximation Problem. Classical Approximations the Chebyschev and Elliptic Approximations
... • Almost all emphasis placed on characteristics at single frequency (ω=0) • Transition not very steep (requires large order for steep transition). • Pole Q is quite low[r] ...
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Moment closure approximations in epidemiology
... closure approximations sometimes do not work very well Qualitative and quantitative inaccuracies can occur near critical points ...pair approximations, one of which is ...
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Estimating local commuting patterns from geolocated Twitter data
... good approximations of local commuting patterns; approximations that outperform the current benchmark for commuter flow estimation models (the radiation ...
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On the Spectrum of Asymptotic Expansions for an Asymptotic Normal Sequence
... For the cases of the sample mean and standardized mean, the spectrum has provided a new perspective on asymp- totic expansions for density functions. It revealed that the saddlepoint expansion is the only valid ...
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Elastic Foundation Displacement Approximations
... Keywords: additional pressure, continuum models, elastic foundation, spring – membrane system, surface displacements.... 20 19/14 (2 ).[r] ...
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