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Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy

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  • Chris Field
  • John Robinson
  • Elvezio Ronchetti

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Suggested Citation

  • 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.
    • Handle: RePEc:spr:aistmt:v:60:y:2008:i:1:p:205-224
    DOI: 10.1007/s10463-006-0083-3
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    References listed on IDEAS

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    1. Bing‐Yi Jing & John E. Kolassa & John Robinson, 2002. "Partial Saddlepoint Approximations for Transformed Means," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(4), pages 721-731, December.
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    Cited by:

    1. Ronchetti, Elvezio, 2020. "Accurate and robust inference," Econometrics and Statistics, Elsevier, vol. 14(C), pages 74-88.
    2. Kolassa, John E. & Robinson, John, 2017. "Nonparametric tests for multi-parameter M-estimators," Journal of Multivariate Analysis, Elsevier, vol. 158(C), pages 103-116.
    3. Toma, Aida & Leoni-Aubin, Samuela, 2010. "Robust tests based on dual divergence estimators and saddlepoint approximations," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1143-1155, May.
    4. Aeberhard, William H. & Cantoni, Eva & Heritier, Stephane, 2017. "Saddlepoint tests for accurate and robust inference on overdispersed count data," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 162-175.
    5. Almudevar, Anthony, 2016. "Higher order density approximations for solutions to estimating equations," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 424-439.

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