Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established. Some numerical evidence on the quality of our saddlepoint approximations is also included.
Publié le : 2004-06-14
Classification:
saddlepoint approximations,
studentizing,
trimmed mean
@article{1089206407,
author = {Helmers, Roelof and Jing, Bing-Yi and Qin, Gengsheng and Zhou, Wang},
title = {Saddlepoint approximations to the trimmed mean},
journal = {Bernoulli},
volume = {10},
number = {2},
year = {2004},
pages = { 465-501},
language = {en},
url = {http://dml.mathdoc.fr/item/1089206407}
}
Helmers, Roelof; Jing, Bing-Yi; Qin, Gengsheng; Zhou, Wang. Saddlepoint approximations to the trimmed mean. Bernoulli, Tome 10 (2004) no. 2, pp. 465-501. http://gdmltest.u-ga.fr/item/1089206407/