Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles

DOI10.1111/1467-9868.00193zbMath0924.62021OpenAlexW2166035241MaRDI QIDQ4266836

John Robinson, Chunsheng Ma

Publication date: 9 November 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00193

zbMATH Keywords

Laplace methodsaddlepoint approximationsstudentized sample quantiledifference of order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

On the exact distribution of linear combinations of order statistics from dependent random variables ⋮ PITMAN MEDAL ⋮ A distribution function estimator for the difference of order statistics from two independent samples

This page was built for publication: Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles