A fixed-point method for the saddlepoint approximation quantile

DOI10.1080/03610910008813601MaRDI QIDQ4490146zbMATH OpenOpenAlexFDO

Authors Zheng Wang

Publication date 10 July 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910008813601

zbMATH Keywords

bootstrapestimating equationalgorithm

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• One-step saddlepoint approximations for quantiles
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Cites work

• One-step saddlepoint approximations for quantiles
• Saddlepoint approximations
• Saddlepoint approximations in resampling methods
• Series approximation methods in statistics.
• The modified signed likelihood statistic and saddlepoint approximations

Cited in

(3)

• scientific article; zbMATH DE number 1398564 (Why is no real title available?)
• A Fixed Point Method for Finding Percentage Points
• A new fixed point iteration to find percentage points for distributions on the positive axis

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