scientific article; zbMATH DE number 2143284

MaRDI QIDQ4654869zbMATH OpenFDO

Authors P. J. de Jongh, Tertius de Wet, P. J. U. van Deventer

Publication date 10 March 2005

zbMATH Keywords

contaminated normalestimating equationsHellinger distancenormal approximationnormal mixturesimulations

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Linear regression; mixed models (62J05)

Recommendations

• Practical Small-Sample Asymptotics for Regression Problems
• Saddlepoint tests for quantile regression
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Cited in

(8)

• Some properties and improvements of the saddlepoint approximation in nonlinear regression
• Practical Small-Sample Asymptotics for Regression Problems
• Regression quantiles and their two-step modifications
• Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
• On sign-based regression quantiles
• Saddlepoint tests for quantile regression
• Finite-sample distribution of regression quantiles
• Nearly root-\(n\) approximation for regression quantile processes

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