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

DOI10.1081/SAC-100107787zbMATH Open1008.62530OpenAlexW2069842242MaRDI QIDQ4787619FDOQ4787619

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

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Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cited In (14)

• Saddlepoint approximations to the limiting distribution of the modified Anderson-Darling test statistic
• 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
• Tilted Edgeworth expansions for asymptotically normal vectors
• 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
• Testing Normality Against the Logistic Distribution Using Saddlepoint Approximation
• Title not available (Why is that?)
• A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model
• Approximation of distributions by using the Anderson Darling statistic
• On modified Anderson-Darling test statistics with asymptotic properties

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