The Wilson--Hilferty transformation is locally saddlepoint

George R. Terrell

Biometrika, 2003, vol. 90, issue 2, 445-453

Abstract: Interest in transform methods for normalising test statistics declined with the advent of computers. More recently, small-sample asymptotic methods have been developed to approximate the distributions of complicated test statistics. We propose a generalisation of a classical symmetrising transform to a similar range of statistics. It is shown to behave comparably in a parametric neighbourhood to methods that exploit exponential tilting. Copyright Biometrika Trust 2003, Oxford University Press.

Date: 2003
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