Paige, Robert; Trindade, A.; Wickramasinghe, R. - In: Annals of the Institute of Statistical Mathematics 66 (2014) 5, pp. 961-981
We propose two substantive extensions to the saddlepoint-based bootstrap (SPBB) methodology, whereby inference in … all be cast as roots of appropriate QEEs. The first extension consists of two double saddlepoint-based Monte Carlo …