Saddlepoint approximation near the endpoints of the support

DOI10.1016/S0167-7152(99)00071-1MaRDI QIDQ1808684zbMATH OpenOpenAlexWikidataFDO

Authors Rungao Jin, John Robinson

Publication date 25 November 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00071-1

zbMATH Keywords

tiltingsaddlepoint methodsbinomials statisticshypergometric statisticWilcoxon statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Recommendations

• Saddlepoint approximation to the distribution of general statistics
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Cites work

• scientific article; zbMATH DE number 3766847 (Why is no real title available?)
• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations

Cited in

(8)

• A new permutation test statistic for complete block designs
• 2008 Pitman Medal
• Numerical comparison of some saddlepoint approximations near the endpoints of the support
• Reliability and efficiency of algorithms for computing the significance of the Mann-Whitney test
• Two Types of Approximate Saddle Points
• scientific article; zbMATH DE number 2151376 (Why is no real title available?)
• Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
• Relative error accurate statistic based on nonparametric likelihood

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