DEMR Embedded Models in Density Saddlepoint Approximations

摘要：

In this paper we review the small asymptotic theory, particularly, the saddlepoint approximation to the density of sample mean and M-estimator. Furthermore, we merge the univariate differential equation motivated regression model, abbreviated as DEMR model, into small sample asymptotic theory, which is called saddlepoint approximation with embedded DEMR model. Two cases are briefly considered:DEMR embedded as a mean, and DEMR embedded as an M-estimator, with or without the knowledge of underlying distribution function from which the observation data sampled.

作者: R. Guo D. Guo C. Thiart

作者单位: Department of Statistical Sciences, University of Cape Town, Cape Town, South Africa South African National Biodiversity Institute, Cape Town,South Africa

会议类型: 国际会议

会议名称: 2007年IEEE灰色系统与智能服务国际会议(2007 IEEE International Conference on Grey Systems and Intelligent Services)

会议地点: 南京

会议语种:英文

在线出版日期: 2007-11-18（万方平台首次上网日期，不代表论文的发表时间）