Extensions of saddlepoint-based bootstrap inference
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Publication:741159
DOI10.1007/s10463-013-0434-9zbMath1309.62062MaRDI QIDQ741159
Publication date: 10 September 2014
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-013-0434-9
saddlepoint approximation; elliptically contoured distribution; estimating equation; exponential power distribution; moving average model; mixed distribution; MA(1)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F40: Bootstrap, jackknife and other resampling methods
Uses Software