A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC
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Publication:4787619
DOI10.1081/SAC-100107787zbMath1008.62530OpenAlexW2069842242MaRDI QIDQ4787619
Publication date: 8 January 2003
Published in: Communications in Statistics: Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sac-100107787
Related Items (8)
A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model ⋮ Approximating the tail of the Anderson-Darling distribution ⋮ On Goodness of Fit for Operational Risk ⋮ On modified Anderson-Darling test statistics with asymptotic properties ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model ⋮ General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic ⋮ Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic
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