On the bootstrap saddlepoint approximations

DOI10.1093/BIOMET/81.1.211MaRDI QIDQ4299494zbMATH OpenOpenAlexFDO

Authors Bing-Yi Jing, Andrey Feuerverger, John Robinson

Publication date 11 October 1994

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/81.1.211

zbMATH Keywords

bootstrap confidence intervalStudentized meanbootstrap approximationbounded setsempirical saddlepoint approximationssecond order relative errorsStudentized-\(t\) bootstrap \(p\)-value

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Approximations to statistical distributions (nonasymptotic) (62E17)

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(24)

• Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations
• Empirical saddlepoint approximations of the Studentized mean under stratified random sam\-pling
• Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios
• On the relative accuracy of certain bootstrap procedures
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Approximate and estimated saddlepoint approximations
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• Some applications of the Mallows metric to the bootstrap
• Tilted Edgeworth expansions for asymptotically normal vectors
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• Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations
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• Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
• Extensions of saddlepoint-based bootstrap inference
• 2008 Pitman Medal
• Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
• On the relative performance of the block bootstrap for dependent data
• Saddlepoint expansions for GEL estimators
• Self-normalized Cramér-type large deviations for independent random variables.
• On the empirical saddlepoint approximation
• Empirical saddlepoint approximations of the Studentized mean under simple random sampling
• Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators
• Almost-exact parametric bootstrap calculation via the saddlepoint approximation
• Large deviations of bootstrapped U-statistics

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