Finite-sample density and its small sample asymptotic approximation

DOI10.1016/J.SPL.2011.03.034zbMATH Open1219.62028OpenAlexW1993391814MaRDI QIDQ553074FDOQ553074

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

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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)

Cites Work

• Saddlepoint Approximations with Applications
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations
• Title not available (Why is that?)
• Finite-sample distribution of regression quantiles
• Small-sample asymptotic distributions of M-estimators of location
• Title not available (Why is that?)
• Title not available (Why is that?)
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• Title not available (Why is that?)

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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