General saddlepoint approximations in the bootstrap
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- repec:eee:reensy:v:93:y:2008:i:2:p:325-336 is not listed on IDEAS
- Timothy C. Hesterberg & Barry L. Nelson, 1998. "Control Variates for Probability and Quantile Estimation," Management Science, INFORMS, vol. 44(9), pages 1295-1312, September.
- Boik, Robert J., 2005. "Second-order accurate inference on eigenvalues of covariance and correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 136-171, September.
- Glasserman, Paul & Kim, Kyoung-Kuk, 2009. "Saddlepoint approximations for affine jump-diffusion models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 15-36, January.
- Kathman, Steven J. & Terrell, George R., 2003. "Poisson approximation by constrained exponential tilting," Statistics & Probability Letters, Elsevier, vol. 61(1), pages 83-89, January.
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KeywordsAutoregressive model beta distribution bootstrap Edgeworth expansion nonlinear statistics;
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