scientific article; zbMATH DE number 597896

MaRDI QIDQ4298907zbMATHFDO

Authors Elvezio Ronchetti, Alan H. Welsh

Publication date 11 October 1994

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)

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Cited in

(26)

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

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