Saddlepoint approximations to Studentized bootstrap distributions based on M-estimators

DOI10.1007/BF02789701zbMath1088.62027MaRDI QIDQ2488395

Diego Kuonen

Publication date: 24 May 2006

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

nuisance parameterLaplace approximationestimating equationHuber's location estimate

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Numerical integration (65D30)

Related Items

Studentized bootstrap confidence intervals based onM-estimates ⋮ Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood

Cites Work

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• Saddlepoint approximations in resampling methods
• Robust Estimation of a Location Parameter
• Saddlepoint Approximations in Statistics
• Robust Statistics

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