Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
| Year of publication: |
2008
|
|---|---|
| Authors: | Field, Chris ; Robinson, John ; Ronchetti, Elvezio |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 60.2008, 1, p. 205-224
|
| Publisher: |
Springer |
| Subject: | Empirical saddlepoint | Relative errors | Studentized M-estimates | Tail area approximation | Tilted bootstrap |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616210