Higher order density approximations for solutions to estimating equations
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DOI: 10.1016/j.jmva.2015.09.014
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References listed on IDEAS
- Chris Field & John Robinson & Elvezio Ronchetti, 2008. "Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 205-224, March.
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- Chris Field & John Robinson & Elvezio Ronchetti, 2008. "Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 225-227, March.
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Keywords
Small sample asymptotics; Rice formula; Estimating equations; Generalized linear models;All these keywords.
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