More About General Saddlepoint Approximations

Abstract

In Easton and Ronchetti (1986), a method of generalized saddlepoint approximations is proposed and shown useful, especially in the case of small sample sizes. A possible improvement of the method is suggested to prevent its potential deficiencies and increase its applicability. Easton and Ronchetti's approximation and its modified version are extended to bootstrap applications. These results provide a satisfactory answer to Davison and Hinkley's (1988) open question on the bootstrap distribution in the AR(1) model. Numerical examples show the great accuracy of the modified method even when the original approximation fails dramatically. (kr)

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Document Details

Document Type
Technical Report
Publication Date
Apr 17, 1990
Accession Number
ADA221217

Entities

People

  • Suojin Wang

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Bernoulli Distribution
  • Contracts
  • Data Science
  • Data Sets
  • Decision Theory
  • Deficiencies
  • Distribution Functions
  • Errors
  • Information Science
  • New York
  • Numerical Integration
  • Probability
  • Simulations
  • Statistical Decision Theory
  • Statistical Inference
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Military History / Militaries and War Studies
  • Statistical inference.