Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators

DOI10.1080/10485259708832702zbMath0898.62017OpenAlexW2094540147MaRDI QIDQ4344556

Riccardo Gatto

Publication date: 14 October 1998

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259708832702

zbMATH Keywords

bootstrapresamplingnonparametric inferencerank estimatorsmall sample approximationbias-corrected interval

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15) Approximations to statistical distributions (nonasymptotic) (62E17)

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Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination

Cites Work

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• The bootstrap and Edgeworth expansion

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