Partial Saddlepoint Approximations for Transformed Means

DOI10.1111/1467-9469.00314zbMATH Open1034.62041OpenAlexW2041083850MaRDI QIDQ4455929FDOQ4455929

Authors: Bing-Yi Jing, John E. Kolessa, John Robinson 

Publication date: 16 March 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00314

Recommendations

• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
• Saddlepoint approximations to the trimmed mean
• Saddlepoint approximation to the smooth functions of means model
• Approximate and estimated saddlepoint approximations
• Saddlepoint approximations for bivariate distributions
• Saddlepoint approximations for estimating equations

zbMATH Keywords

bootstrapEdgeworth expansionmoment generating functionStudentized confidence interval

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• The bootstrap and Edgeworth expansion
• Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations

Cited In (4)

• On the bootstrap saddlepoint approximations
• Tilted Edgeworth expansions for asymptotically normal vectors
• 2008 Pitman Medal
• Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy

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