Finite-sample density and its small sample asymptotic approximation

DOI10.1016/J.SPL.2011.03.034MaRDI QIDQ553074zbMATH OpenOpenAlexFDO

Authors Radka Sabolová, Jana Jurečková

Publication date 26 July 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.03.034

zbMATH Keywords

saddlepoint approximationscore functionsmall sample asymptotics

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• Finite-sample distribution of regression quantiles
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• Saddlepoint Approximations in Statistics
• Saddlepoint Approximations with Applications
• Saddlepoint approximations
• Small-sample asymptotic distributions of M-estimators of location

Cited in

(3)

• Asymptotic and finite-sample properties in statistical estimation
• Small sample asymptotics: A review with applications to robust statistics
• On the properties of small sample of \(GM(1,1)\) model

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