A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
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Note: ISSN 1485-6441
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Cited by:
- Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria.
- Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
- Christopher Withers & Saralees Nadarajah, 2010. "Tilted Edgeworth expansions for asymptotically normal vectors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1113-1142, December.
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Keywords
preliminary testing; risk function; Bayes estimation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2000-05-01 (Econometrics)
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