Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic

DOI10.1080/03610910903277859zbMath1182.62028OpenAlexW2088854665MaRDI QIDQ3652758

Hidetoshi Murakami

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903277859

zbMATH Keywords

saddlepoint approximationnumerical comparisonmodified Anderson-Darling test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30)

Related Items (3)

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 ⋮ Simulating random variables using moment-generating functions and the saddlepoint approximation

Cites Work

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• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• Saddlepoint Approximations with Applications
• General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
• Saddle point approximation for the distribution of the sum of independent random variables
• Tail Probability Approximations
• A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Saddlepoint Approximations in Statistics
• Series approximation methods in statistics.

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