Saddlepoint Approximation for Sample Quantiles with Some Applications

DOI10.1080/03610920802521224zbMath1170.62317OpenAlexW2140957798MaRDI QIDQ3396334

Jianzhong Zhu, Wang Zhou

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802521224

zbMATH Keywords

saddlepoint approximationsample quantileempirical likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cites Work

• Unnamed Item
• Empirical likelihood ratio confidence regions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Saddlepoint approximations for estimating equations
• Modified signed log likelihood ratio
• Empirical likelihood ratio confidence intervals for a single functional
• The modified signed likelihood statistic and saddlepoint approximations
• Saddlepoint Approximation for Sample and Bootstrap Quantiles
• Tail Probability Approximations
• Estimation of Non-Unique Quantiles
• Saddlepoint Approximations in Statistics

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