Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
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Publication:1434010
DOI10.1214/aos/1059655909zbMath1056.62023MaRDI QIDQ1434010
Elvezio Ronchetti, G. Alastair Young, John Robinson
Publication date: 1 July 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1059655909
bootstrap tests; composite hypotheses; nonparametric likelihood; smooth functions of \(M\)-estimators
62G10: Nonparametric hypothesis testing
62F03: Parametric hypothesis testing
62G05: Nonparametric estimation
62E17: Approximations to statistical distributions (nonasymptotic)
62F05: Asymptotic properties of parametric tests
Related Items
A Bootstrap Test for Circular Data, Robust and accurate inference for generalized linear models, Robust tests based on dual divergence estimators and saddlepoint approximations, Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy, Inference functions and quadratic score tests
Uses Software
Cites Work
- On the density of minimum contrast estimators
- Small sample asymptotic expansions for multivariate M-estimates
- Large deviation and other results for minimum contrast estimators
- Saddlepoint approximations for marginal and conditional probabilities of transformed variables
- The density of multivariate \(M\)-estimates.
- Dual likelihood
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
- On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
- Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
- Small-Sample Confidence Intervals
- Empirical likelihood ratio confidence intervals for a single functional
- Robust Bounded-Influence Tests in General Parametric Models
- Multivariate Saddlepoint test for the wrapped normal model
- Approximations for marginal densities of M‐estimators
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