General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
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Publication:3625304
DOI10.1080/03610910701730141zbMath1319.62033OpenAlexW2158052794MaRDI QIDQ3625304
Publication date: 12 May 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0702.pdf
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (5)
Approximating the tail of the Anderson-Darling distribution ⋮ On Goodness of Fit for Operational Risk ⋮ On modified Anderson-Darling test statistics with asymptotic properties ⋮ A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model ⋮ Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic
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