Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
ContributorsField, Chris; Robinson, John; Ronchetti, Elvezio
Published inAnnals of the Institute of Statistical Mathematics, vol. 60, no. 1, p. 205-224
Publication date2008
Abstract
Keywords
- Empirical saddlepoint
- Relative errors
- Studentized M-estimates
- Tail area approximation
- Tilted bootstrap
Affiliation entities
Citation (ISO format)
FIELD, Chris, ROBINSON, John, RONCHETTI, Elvezio. Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy. In: Annals of the Institute of Statistical Mathematics, 2008, vol. 60, n° 1, p. 205–224. doi: 10.1007/s10463-006-0083-3
Main files (1)
Article (Published version)
Identifiers
- PID : unige:22952
- DOI : 10.1007/s10463-006-0083-3
Additional URL for this publicationhttp://www.springerlink.com/index/10.1007/s10463-006-0083-3
Journal ISSN0020-3157
