Partial Saddlepoint Approximations for Transformed Means

DOI10.1111/1467-9469.00314MaRDI QIDQ4455929zbMATH OpenOpenAlexFDO

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

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)

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• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
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Cites work

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

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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