General Saddlepoint Approximations with Applications to L Statistics
|Published in||Journal of the American Statistical Association. 1986, vol. 81, no. 394, p. 420-430|
|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|
This document has no fulltext available yet, but you can contact its author by using the form below.
|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. https://archive-ouverte.unige.ch/unige:23209|