Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
type: Item
instance of: scholarly article
title: Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
zbMATH Open document ID: 1184.62017
author: Chris Field
author: John Robinson
author: Elvezio Ronchetti
published in: Annals of the Institute of Statistical Mathematics
publication date: 2009-11-23T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 5637093
zbMATH Keywords: empirical saddlepoint
zbMATH Keywords: relative errors
zbMATH Keywords: Studentized \(M\)-estimates
zbMATH Keywords: tail area approximation
zbMATH Keywords: tilted bootstrap
MaRDI profile type: Publication
full work available at URL: s10463-006-0083-3
OpenAlex ID: W2043630120
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cites work: On approximating probabilities for small and large deviations in \(R^{d1}\)
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cites work: Q4270748
DOI: 10.1007/S10463-006-0083-3
description: scientific article; zbMATH DE number 5637093