Saddlepoint approximations for the difference of order statistics

DOI10.1093/BIOMET/82.1.226MaRDI QIDQ4842918zbMATH OpenOpenAlexFDO

Authors Jane L. Harvill, H. Joseph Newton

Publication date 1 November 1995

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/36d2ae6f05b8f05fe8841fc6d8aa0228ce66f21e

zbMATH Keywords

continuous distributiondifference of order statisticsexponential distributionnoncentral chi-squared distributionnonlinear time seriessaddlepoint approximationstesting for linearity

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cited in

(14)

• A distribution function estimator for the difference of order statistics from two independent samples
• Testing time series linearity via goodness-of-fit methods
• Saddlepoint approximations for short and long memory time series: a frequency domain approach
• Saddlepoint and estimated saddlepoint approximations for optimal unit root tests
• General Saddlepoint Approximations with Applications to L Statistics
• The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables
• The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables
• General saddlepoint approximations to distributions under an elliptical population
• Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles
• Saddlepoint approximations for multinomial distributions,with applications to the joint
• Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics
• Saddlepoint approximation methods for testing of serial correlation in panel time series data
• Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
• Generalized Laguerre expansions of multivariate probability densities with moments

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