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A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model

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  • Hidetoshi Murakami

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  • Hidetoshi Murakami, 2010. "A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model," Computational Statistics, Springer, vol. 25(4), pages 633-643, December.
  • Handle: RePEc:spr:compst:v:25:y:2010:i:4:p:633-643 DOI: 10.1007/s00180-010-0193-5
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    References listed on IDEAS

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    1. Bentler, Peter M. & Xie, Jun, 2000. "Corrections to test statistics in principal Hessian directions," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 381-389, May.
    2. Bura, E. & Yang, J., 2011. "Dimension estimation in sufficient dimension reduction: A unifying approach," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 130-142, January.
    3. Cook, R. Dennis & Forzani, Liliana M. & Tomassi, Diego R., 2011. "LDR: A Package for Likelihood-Based Sufficient Dimension Reduction," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 39(i03).
    4. Eaton, M. L. & Tyler, D., 1994. "The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 238-264, August.
    5. Yongwu Shao & R. Dennis Cook & Sanford Weisberg, 2007. "Marginal tests with sliced average variance estimation," Biometrika, Biometrika Trust, vol. 94(2), pages 285-296.
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