General Saddlepoint Approximations with Applications to L Statistics

Easton, George S.; Ronchetti, Elvezio

doi:10.1080/01621459.1986.10478286

Scientific article

English

General Saddlepoint Approximations with Applications to L Statistics

ContributorsEaston, George S.; Ronchetti, Elvezio

Published inJournal of the American Statistical Association, vol. 81, no. 394, p. 420-430

Publication date1986

Abstract

Saddlepoint approximations are extended to general statistics. The technique is applied to derive approximations to the density of linear combinations of order statistics, including trimmed means. A comparison with exact results shows the accuracy of these approximations even in very small sample sizes.

Keywords

Small sample asymptotics
Edgeworth expansions
Asymptotically most
Efficient L estimator
Trimmed mean

Affiliation entities

Not a UNIGE publication

Citation (ISO format)

EASTON, George S., RONCHETTI, Elvezio. General Saddlepoint Approximations with Applications to L Statistics. In: Journal of the American Statistical Association, 1986, vol. 81, n° 394, p. 420–430. doi: 10.1080/01621459.1986.10478286

Identifiers

PID : unige:23209
DOI : 10.1080/01621459.1986.10478286

Journal ISSN0162-1459

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General Saddlepoint Approximations with Applications to L Statistics

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