14 citations · 26 across the 7 of their papers we have counts for
7 papers
On the validity of the formal Edgeworth expansion for posterior densities
John E. Kolassa, Todd A. Kuffner
We consider a fundamental open problem in parametric Bayesian theory, namely the validity of the formal Edgeworth expansion of the posterior density. While the study of valid asymp…
Moments and Cumulants of The Two-Stage Mann-Whitney Statistic
Dewei Zhong, John Kolassa
This paper illustrates how to calculate the moments and cumulants of the two-stage Mann-Whitney statistic. These results may be used to calculate the asymptotic critical values of…
Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
John Kolassa, John Robinson
We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and ran…
Multivariate saddlepoint approximations in tail probability and conditional inference
John Kolassa, Jixin Li
We extend known saddlepoint tail probability approximations to multivariate cases, including multivariate conditional cases. Our approximation applies to both continuous and lattic…
A practical procedure to find matching priors for frequentist inference
Juan Zhang, John E. Kolassa
In the manuscript, we present a practical way to find the matching priors proposed by Welch & Peers (1963) and Peers (1965). We investigate the use of saddlepoint approximations co…
A comparison of the accuracy of saddlepoint conditional cumulative distribution function approximations
Juan Zhang, John E. Kolassa
Consider a model parameterized by a scalar parameter of interest and a nuisance parameter vector. Inference about the parameter of interest may be based on the signed root of the l…