The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach

Autores
Abril, Juan Carlos; Abril, María de Las Mercedes; Martinez, Carlos Ismael
Año de publicación
2016
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox (1979, equation (4.7)) in two aspects: 1) our results are satisfied for random vectors that are not necessarily sums of independent and identically distributed random vectors, and 2) we consider that the sample is taken from any distribution, not necessarily a member of the exponential family of densities. We also show the relationship with the corresponding multivariate Edgeworth approximations whose general treatment was developed by Durbin in 1980, emphasizing that the basic assumptions that support the validity of both approaches are essentially similar.
Fil: Abril, Juan Carlos. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina
Fil: Abril, María de Las Mercedes. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina
Fil: Martinez, Carlos Ismael. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina
Materia
APPROXIMATE DISTRIBUTIONS
ASYMPTOTIC EXPANSIONS
EDGEWORTH APPROXIMATIONS
SADDLEPOINT APPROXIMATIONS
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/58217
Acceder
id CONICETDig_5a55f9c593d4cf0f2ca419fb2f96aaeb
oai_identifier_str oai:ri.conicet.gov.ar:11336/58217
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General ApproachAbril, Juan CarlosAbril, María de Las MercedesMartinez, Carlos IsmaelAPPROXIMATE DISTRIBUTIONSASYMPTOTIC EXPANSIONSEDGEWORTH APPROXIMATIONSSADDLEPOINT APPROXIMATIONShttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1https://purl.org/becyt/ford/5.2https://purl.org/becyt/ford/5We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox (1979, equation (4.7)) in two aspects: 1) our results are satisfied for random vectors that are not necessarily sums of independent and identically distributed random vectors, and 2) we consider that the sample is taken from any distribution, not necessarily a member of the exponential family of densities. We also show the relationship with the corresponding multivariate Edgeworth approximations whose general treatment was developed by Durbin in 1980, emphasizing that the basic assumptions that support the validity of both approaches are essentially similar.Fil: Abril, Juan Carlos. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; ArgentinaFil: Abril, María de Las Mercedes. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; ArgentinaFil: Martinez, Carlos Ismael. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; ArgentinaDavid Publishing2016-02info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/58217Abril, Juan Carlos; Abril, María de Las Mercedes; Martinez, Carlos Ismael; The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach; David Publishing; Journal of Mathematics and System Science; 6; 2-2016; 53-592159-5291CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.17265/2159-5291/2016.02.001info:eu-repo/semantics/altIdentifier/url/http://www.davidpublisher.com/index.php/Home/Article/index?id=24636.htmlinfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-22T11:59:48Zoai:ri.conicet.gov.ar:11336/58217instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-22 11:59:48.344CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
title The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
spellingShingle The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
Abril, Juan Carlos
APPROXIMATE DISTRIBUTIONS
ASYMPTOTIC EXPANSIONS
EDGEWORTH APPROXIMATIONS
SADDLEPOINT APPROXIMATIONS
title_short The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
title_full The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
title_fullStr The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
title_full_unstemmed The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
title_sort The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach
dc.creator.none.fl_str_mv Abril, Juan Carlos
Abril, María de Las Mercedes
Martinez, Carlos Ismael
author Abril, Juan Carlos
author_facet Abril, Juan Carlos
Abril, María de Las Mercedes
Martinez, Carlos Ismael
author_role author
author2 Abril, María de Las Mercedes
Martinez, Carlos Ismael
author2_role author
author
dc.subject.none.fl_str_mv APPROXIMATE DISTRIBUTIONS
ASYMPTOTIC EXPANSIONS
EDGEWORTH APPROXIMATIONS
SADDLEPOINT APPROXIMATIONS
topic APPROXIMATE DISTRIBUTIONS
ASYMPTOTIC EXPANSIONS
EDGEWORTH APPROXIMATIONS
SADDLEPOINT APPROXIMATIONS
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
https://purl.org/becyt/ford/5.2
https://purl.org/becyt/ford/5
dc.description.none.fl_txt_mv We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox (1979, equation (4.7)) in two aspects: 1) our results are satisfied for random vectors that are not necessarily sums of independent and identically distributed random vectors, and 2) we consider that the sample is taken from any distribution, not necessarily a member of the exponential family of densities. We also show the relationship with the corresponding multivariate Edgeworth approximations whose general treatment was developed by Durbin in 1980, emphasizing that the basic assumptions that support the validity of both approaches are essentially similar.
Fil: Abril, Juan Carlos. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina
Fil: Abril, María de Las Mercedes. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina
Fil: Martinez, Carlos Ismael. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina
description We develop the theory of multivariate saddlepoint approximations. Our treatment differs from the one in Barndorff-Nielsen and Cox (1979, equation (4.7)) in two aspects: 1) our results are satisfied for random vectors that are not necessarily sums of independent and identically distributed random vectors, and 2) we consider that the sample is taken from any distribution, not necessarily a member of the exponential family of densities. We also show the relationship with the corresponding multivariate Edgeworth approximations whose general treatment was developed by Durbin in 1980, emphasizing that the basic assumptions that support the validity of both approaches are essentially similar.
publishDate 2016
dc.date.none.fl_str_mv 2016-02
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/58217
Abril, Juan Carlos; Abril, María de Las Mercedes; Martinez, Carlos Ismael; The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach; David Publishing; Journal of Mathematics and System Science; 6; 2-2016; 53-59
2159-5291
CONICET Digital
CONICET
url http://hdl.handle.net/11336/58217
identifier_str_mv Abril, Juan Carlos; Abril, María de Las Mercedes; Martinez, Carlos Ismael; The Multivariate Saddlepoint Approximation to the Distribution of Estimators: A General Approach; David Publishing; Journal of Mathematics and System Science; 6; 2-2016; 53-59
2159-5291
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.17265/2159-5291/2016.02.001
info:eu-repo/semantics/altIdentifier/url/http://www.davidpublisher.com/index.php/Home/Article/index?id=24636.html
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv David Publishing
publisher.none.fl_str_mv David Publishing
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1846782320357408768
score 12.982451

Publicaciones similares