Saddlepoint expansions in linear regression.
DOI10.1006/JMVA.2001.2047zbMATH Open1043.62007OpenAlexW2060675298MaRDI QIDQ1867142FDOQ1867142
Authors: O. V. Ivanov, Silvelyn Zwanzig 
Publication date: 2 April 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2047
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Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Approximations to statistical distributions (nonasymptotic) (62E17)
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- Edgeworth expansion in regression models
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- On approximating probabilities for small and large deviations in \(R^{d1}\)
- An asymptotic expansion of the distribution of least squares estimators in the nonlinear regression model
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- Asymptotic expansion for weighted least squares in linear regression models
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Cited In (3)
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