Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators

DOI10.1080/10485259708832702MaRDI QIDQ4344556zbMATH OpenOpenAlexFDO

Authors Riccardo Gatto

Publication date 14 October 1998

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259708832702

zbMATH Keywords

bias-corrected intervalbootstrapnonparametric inferencerank estimatorresamplingsmall sample approximation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric tolerance and confidence regions (62G15) Linear regression; mixed models (62J05)

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Cites work

• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Better Bootstrap Confidence Intervals
• Bounded-Influence Rank Regression: A One-Step Estimator Based on Wilcoxon Scores
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
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• More accurate confidence intervals in exponential families
• Nonparametric Estimate of Regression Coefficients
• Saddlepoint approximations in resampling analysis
• Saddlepoint Approximations in Statistics
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• The bootstrap and Edgeworth expansion
• Theoretical comparison of bootstrap confidence intervals
• Variance etable r-estimators

Cited in

(4)

• Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
• Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
• Saddlepoint confidence intervals for variance components
• Approximations for marginal densities of M‐estimators

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