On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators (Q3142234)
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scientific article; zbMATH DE number 445335
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| English | On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators |
scientific article; zbMATH DE number 445335 |
Statements
On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators (English)
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14 December 1993
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empirical bootstrap likelihood
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influence function
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saddlepoint approximation
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small sample asymptotics
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multivariate \(M\)-estimator
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expansion
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empirical log-likelihood ratio
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empirical cumulant generating function
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empirical likelihood
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empirical saddlepoint approximations
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nonparametric approximation
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confidence regions
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0.8373399376869202
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0.7977813482284546
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0.7857630252838135
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