Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations

DOI10.1214/aos/1024691475zbMath0927.62017OpenAlexW1991206899MaRDI QIDQ1307103

Ib Michael Skovgaard, John Robinson

Publication date: 14 December 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691475

zbMATH Keywords

exponential error ratessmooth functions of means

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (6)

Large deviations of bootstrapped \(U\)-statistics ⋮ Empirical saddlepoint approximations of the Studentized mean under simple random sampling ⋮ PITMAN MEDAL ⋮ Partial Saddlepoint Approximations for Transformed Means ⋮ Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy ⋮ Approximate and estimated saddlepoint approximations

Cites Work

• On approximating probabilities for small and large deviations in \(R^{d1}\)
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• Asymptotic expansions for the power of distributionfree tests in the two- sample problem
• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
• Approximations of marginal tail probabilities and inference for scalar parameters
• Saddlepoint approximations in resampling methods
• On the empirical saddlepoint approximation
• Fast and accurate approximate double bootstrap confidence intervals
• The modified signed likelihood statistic and saddlepoint approximations
• On the bootstrap saddlepoint approximations
• The bootstrap and Edgeworth expansion
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