Saddlepoint expansions in linear regression.

DOI10.1006/JMVA.2001.2047MaRDI QIDQ1867142zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

characteristic functionresidual sum of squareshigher order asymptoticsF-statisticindirect Edgeworth expansion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Practical Small-Sample Asymptotics for Regression Problems
• Saddlepoint approximations for nonlinear statistics
• Saddlepoint expansions for conditional distributions
• Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables
• Multivariate saddlepoint tail probability approximations

Cites work

• scientific article; zbMATH DE number 4174136 (Why is no real title available?)
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 1005345 (Why is no real title available?)
• scientific article; zbMATH DE number 1165672 (Why is no real title available?)
• scientific article; zbMATH DE number 3109574 (Why is no real title available?)
• An asymptotic expansion of the distribution of least squares estimators in the nonlinear regression model
• Asymptotic expansion for weighted least squares in linear regression models
• Edgeworth expansion in regression models
• On approximating probabilities for small and large deviations in \(R^{d1}\)
• Saddlepoint approximations
• Saddlepoint approximations for marginal and conditional probabilities of transformed variables

Cited in

(3)

• Bootstrapping the Hausman test in panel data models
• Saddlepoint approximations for the estimator on a lagged dependent variable
• scientific article; zbMATH DE number 1995706 (Why is no real title available?)

This page was built for publication: Saddlepoint expansions in linear regression.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1867142)