scientific article; zbMATH DE number 597896

zbMATH Open0796.62018MaRDI QIDQ4298907FDOQ4298907

Authors: Elvezio Ronchetti, Alan H. Welsh 

Publication date: 11 October 1994

Title of this publication is not available (Why is that?)

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

zbMATH Keywords

bootstrapnumerical comparisonsempirical distributionrenormalizationregression problemempirical saddlepoint approximationexplicit form for the error termgeneral multivariate \(M\)-estimatorsmall sample asymptotic approximation

Mathematics Subject Classification ID

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

Cited In (25)

• Title not available (Why is that?)
• Robust small sample accurate inference in moment condition models
• Approximations for marginal densities of M‐estimators
• Parameter estimation for multivariate population processes: a saddlepoint approach
• Robust regression and small sample confidence intervals
• On the empirical approximation to quantiles from Lugannani-Rice saddlepoint formula
• Title not available (Why is that?)
• Approximate and estimated saddlepoint approximations
• Saddlepoint tests for quantile regression
• Title not available (Why is that?)
• On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
• The empirical saddlepoint estimator
• Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
• Robust inference by influence functions
• Saddlepoint expansions for GEL estimators
• An extended empirical saddlepoint approximation for intractable likelihoods
• Stable Asymptotics for M‐estimators
• Multivariate saddlepoint approximations in tail probability and conditional inference
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Robust and accurate inference for generalized linear models
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• The density of multivariate \(M\)-estimates.
• Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators
• Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation

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