On October 4, 2006 I gave a CART presentation to the PHD students and faculty of the Tepper School of Business at Carnegie Mellon University.  The audience is from all the disciplines in the college and hence the presentation is general and not technical.  The purpose is to give an overview of Empirical Saddlepoint approximations.  The presentation is about 50 minutes.    The format is .mov and requires Quick Time 7.

 

 

The power point presentation is available here

 

 

During the presentation three different .avi movies were presented.  The .avi movies used during the presentation are available below.

 

1.  The GMM objective function and the normal approximation to the sampling distribution.  

 

2. The GMM objective function and the empirical saddlepoint approximation to the sampling distribution.

 

3. The normal and the empirical saddlepoint approximations to the sampling distribution.