scientific article; zbMATH DE number 597896

MaRDI QIDQ4298907zbMATH OpenFDO

Authors Elvezio Ronchetti, Alan H. Welsh

Publication date 11 October 1994

zbMATH Keywords

bootstrapempirical distributionempirical saddlepoint approximationexplicit form for the error termgeneral multivariate \(M\)-estimatornumerical comparisonsregression problemrenormalizationsmall sample asymptotic approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Estimation in multivariate analysis (62H12)

Recommendations

• Saddlepoint approximations and tests based on multivariate M-estimates.
• Approximations for marginal densities of M‐estimators
• On the empirical saddlepoint approximation
• On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
• Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators

Cited in

(28)

• Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
• An extended empirical saddlepoint approximation for intractable likelihoods
• Robust regression and small sample confidence intervals
• Robust inference by influence functions
• Saddlepoint approximations and tests based on multivariate M-estimates.
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• The density of multivariate \(M\)-estimates.
• Robust small sample accurate inference in moment condition models
• Multivariate tests based on empirical saddlepoint approximations
• The empirical saddlepoint estimator
• Saddlepoint expansions for GEL estimators
• Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
• Approximate and estimated saddlepoint approximations
• Modified saddlepoint density estimates
• Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation
• Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
• scientific article; zbMATH DE number 2038182 (Why is no real title available?)
• scientific article; zbMATH DE number 774885 (Why is no real title available?)
• Approximations for marginal densities of M‐estimators
• Parameter estimation for multivariate population processes: a saddlepoint approach
• Saddlepoint tests for quantile regression
• Stable Asymptotics for M‐estimators
• Multivariate saddlepoint approximations in tail probability and conditional inference
• On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
• On the use of the cumulant generating function for inference on time series
• Robust and accurate inference for generalized linear models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4298907)