Saddlepoint approximations for regression models

DOI10.1093/biomet/78.4.879zbMath0850.62185OpenAlexW2071002162MaRDI QIDQ4020628

Richard Spady

Publication date: 17 January 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/78.4.879

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (9)

The empirical saddlepoint estimator ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder). ⋮ MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS ⋮ Applied regression analysis bibliography update 1990-91 ⋮ Saddlepoint tests for quantile regression

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