A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC

DOI10.1081/SAC-100107787zbMath1008.62530OpenAlexW2069842242MaRDI QIDQ4787619

David E. A. Giles

Publication date: 8 January 2003

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

Full work available at URL: https://doi.org/10.1081/sac-100107787

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (8)

A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model ⋮ Approximating the tail of the Anderson-Darling distribution ⋮ On Goodness of Fit for Operational Risk ⋮ On modified Anderson-Darling test statistics with asymptotic properties ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model ⋮ General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic ⋮ Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson–Darling Test Statistic

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