Finite-sample density and its small sample asymptotic approximation

DOI10.1016/j.spl.2011.03.034zbMath1219.62028OpenAlexW1993391814MaRDI QIDQ553074

Radka Sabolová, Jana Jureckova

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.034

zbMATH Keywords

saddlepoint approximationscore functionsmall sample asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

Related Items

Asymptotic and Finite-Sample Properties in Statistical Estimation

Cites Work

• Finite-sample distribution of regression quantiles
• Saddlepoint Approximations with Applications
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• Small-sample asymptotic distributions of M-estimators of location
• Saddlepoint Approximations in Statistics
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