Saddlepoint Approximation for Sample and Bootstrap Quantiles

DOI10.1111/1467-842X.00051MaRDI QIDQ4248147zbMATH OpenFDO

Authors John Robinson, C. Ma

Publication date 10 August 2000

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842X.00051

zbMATH Keywords

bootstrapnormal approximationsaddlepoint approximationsample quantile

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

Recommendations

• On the bootstrap saddlepoint approximations
• Saddlepoint quantiles and distribution curves with bootstrap applications
• Saddlepoint Approximation for Sample Quantiles with Some Applications
• Saddlepoint approximation to the distribution of general statistics

Cited in

(12)

• Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations
• Saddlepoint quantiles and distribution curves with bootstrap applications
• Almost-exact parametric bootstrap calculation via the saddlepoint approximation
• 2008 Pitman Medal
• Saddlepoint Approximation for Sample Quantiles with Some Applications
• scientific article; zbMATH DE number 5697603 (Why is no real title available?)
• scientific article; zbMATH DE number 1194778 (Why is no real title available?)
• Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles
• On the bootstrap saddlepoint approximations
• A fixed-point method for the saddlepoint approximation quantile
• scientific article; zbMATH DE number 2143284 (Why is no real title available?)
• One-step saddlepoint approximations for quantiles

This page was built for publication: Saddlepoint Approximation for Sample and Bootstrap Quantiles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4248147)