Saddlepoint Test in Measurement Error Models

DOI10.1198/jasa.2011.tm10031zbMath1396.62108OpenAlexW2072915774MaRDI QIDQ5256407

Elvezio Ronchetti, Yanyuan Ma

Publication date: 17 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/23133/files/ronchetti_JASA_2011.pdf

zbMATH Keywords

semiparametric estimationKullback-Leibler divergencerelative errorempirical distribution function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (11)

Composite likelihood inference by nonparametric saddlepoint tests ⋮ The empirical saddlepoint estimator ⋮ Saddlepoint tests for accurate and robust inference on overdispersed count data ⋮ Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood ⋮ Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks ⋮ Robust small sample accurate inference in moment condition models ⋮ Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution ⋮ On Bartlett correctability of empirical likelihood in generalized power divergence family ⋮ Saddlepoint tests for quantile regression ⋮ RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD ⋮ Saddlepoint expansions for GEL estimators

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