A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC

DOI10.1081/SAC-100107787MaRDI QIDQ4787619zbMATH OpenOpenAlexFDO

Authors David E. Giles

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

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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• A saddlepoint approximation to the limiting distribution of a \(k\)-sample Baumgartner statistic
• Approximating the tail of the Anderson-Darling distribution
• Tilted Edgeworth expansions for asymptotically normal vectors
• On Goodness of Fit for Operational Risk
• Computation of probability associated with Anderson-Darling statistic
• A modified Anderson-Darling test for uniformity
• Percentage points for directional anderson-darling goodness-of-fit tests
• An extension of the Anderson–Darlingk-sample test to arbitrary sample space partition sizes
• General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
• Assessment of Anderson-Darling and their modified tests for right skewed distribution
• Testing Normality Against the Logistic Distribution Using Saddlepoint Approximation
• scientific article; zbMATH DE number 6130543 (Why is no real title available?)
• A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model
• A saddlepoint approximation to the distribution of the half-life estimator in a stationary autoregressive model
• Approximation of distributions by using the Anderson Darling statistic
• On modified Anderson-Darling test statistics with asymptotic properties

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