Saddlepoint test in measurement error models

DOI10.1198/JASA.2011.TM10031MaRDI QIDQ5256407zbMATH OpenOpenAlexFDO

Authors Yanyuan Ma, Elvezio Ronchetti

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

empirical distribution functionKullback-Leibler divergencerelative errorsemiparametric estimation

Mathematics Subject Classification ID

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

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Cited in

(12)

• Composite likelihood inference by nonparametric saddlepoint tests
• Saddlepoint tests for accurate and robust inference on overdispersed count data
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
• Robust small sample accurate inference in moment condition models
• The empirical saddlepoint estimator
• Saddlepoint expansions for GEL estimators
• On Bartlett correctability of empirical likelihood in generalized power divergence family
• Relative error accurate statistic based on nonparametric likelihood
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• Saddlepoint tests for quantile regression
• Accurate p-values for adaptive designs with binary endpoints

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