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

Chris Field, John Robinson () and Elvezio Ronchetti

Annals of the Institute of Statistical Mathematics, 2008, vol. 60, issue 1, pages 205-224

Keywords: Empirical saddlepoint; Relative errors; Studentized M-estimates; Tail area approximation; Tilted bootstrap (search for similar items in EconPapers)
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