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
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/58217
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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 Técnicas2025-09-29T10:27:17Zoai: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:34982025-09-29 10:27:17.984CONICET 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 |
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CONICET Digital (CONICET) |
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CONICET Digital (CONICET) |
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Consejo Nacional de Investigaciones Científicas y Técnicas |
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CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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13.070432 |