Saddlepoint Approximation for Sample Quantiles with Some Applications

DOI10.1080/03610920802521224zbMATH Open1170.62317OpenAlexW2140957798MaRDI QIDQ3396334FDOQ3396334

Authors: Jianzhong Zhu, Wang Zhou 

Publication date: 18 September 2009

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802521224

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zbMATH Keywords

empirical likelihoodsaddlepoint approximationsample quantile

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cites Work

• Empirical likelihood ratio confidence regions
• Empirical likelihood ratio confidence intervals for a single functional
• Modified signed log likelihood ratio
• The modified signed likelihood statistic and saddlepoint approximations
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations
• Tail Probability Approximations
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Saddlepoint approximations for estimating equations
• Estimation of Non-Unique Quantiles
• Saddlepoint Approximation for Sample and Bootstrap Quantiles

Cited In (8)

• Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles
• Inverting a saddlepoint approximation.
• A fixed-point method for the saddlepoint approximation quantile
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A second order approximation for the inverse of the distribution function of the sample mean.
• Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling

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