en
Scientific article
English

General Saddlepoint Approximations with Applications to L Statistics

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 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
ISSN of the journal0162-1459
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