General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
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- David E. A. Giles, 2000. "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers 0005, Department of Economics, University of Victoria.
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KeywordsSaddlepoint approximation; goodness-of-fit; Anderson-Darling test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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