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Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy - MaRDI portal

Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy (Q1039835)

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scientific article; zbMATH DE number 5637093
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English
Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
scientific article; zbMATH DE number 5637093

    Statements

    Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy (English)
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    23 November 2009
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    empirical saddlepoint
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    relative errors
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    Studentized \(M\)-estimates
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    tail area approximation
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    tilted bootstrap
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