Saddlepoint approximations to the trimmed mean

DOI10.3150/BJ/1089206407zbMATH Open1312.62048OpenAlexW1978750250MaRDI QIDQ1880901FDOQ1880901

Gengsheng Qin, Roelof Helmers, Wang Zhou, Bing-Yi Jing

Publication date: 24 September 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1089206407

zbMATH Keywords

saddlepoint approximationstrimmed meanstudentizing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Order statistics; empirical distribution functions (62G30)

Cites Work

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• General Saddlepoint Approximations with Applications to L Statistics
• Saddlepoint Approximations in Statistics
• Error bounds for linear combinations of order statistics
• Saddlepoint approximations
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• On the bootstrap and the trimmed mean
• The asymptotic distribution of the trimmed mean
• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
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• On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
• The Uniform Asymptotic Expansion of a Class of Integrals Related to Cumulative Distribution Functions

Cited In (6)

• Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics
• A von Mises approximation to the small sample distribution of the trimmed mean
• Tilted Edgeworth expansions for asymptotically normal vectors
• Partial Saddlepoint Approximations for Transformed Means
• An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models
• On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean

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