Saddlepoint approximations for regression models

DOI10.1093/BIOMET/78.4.879MaRDI QIDQ4020628zbMATH OpenOpenAlexFDO

Authors Richard Spady

Publication date 17 January 1993

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/78.4.879

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99)

Cited in

(10)

• Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
• The empirical saddlepoint estimator
• Applied regression analysis bibliography update 1990-91
• MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Edgeworth and saddlepoint expansions for nonlinear estimators
• Saddlepoint tests for quantile regression
• Approximate maximum likelihood estimators for linear regression with independent component-wise design matrix uncertainty
• Extensions of saddlepoint-based bootstrap inference
• Tilted Edgeworth expansions for asymptotically normal vectors

This page was built for publication: Saddlepoint approximations for regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4020628)