2 papers
stat.CO2026
A general framework for computation and estimation using the saddlepoint approximation
Godrick Oketch, Rachel M. Fewster, Jesse Goodman
The saddlepoint approximation provides highly accurate approximations to probability density and mass functions using only the corresponding moment generating functions (MGFs). Rec…
stat.ME2025
What is the price of approximation? The saddlepoint approximation to a likelihood function
Godrick Oketch, Rachel M. Fewster, Jesse Goodman
The saddlepoint approximation to the likelihood, and its corresponding maximum likelihood estimate (MLE), offer an alternative estimation method when the true likelihood is intract…