General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
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References listed on IDEAS
- Ronchetti, Elvezio, 1990. "Small sample asymptotics: a review with applications to robust statistics," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 207-223, December.
- David E. A. Giles, 2000. "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers 0005, Department of Economics, University of Victoria.
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Keywords
Saddlepoint approximation; goodness-of-fit; Anderson-Darling test;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-06-11 (Econometrics)
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