Saddlepoint Approximation for Sample Quantiles with Some Applications

doi:10.1080/03610920802521224

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	Saddlepoint Approximation for Sample Quantiles with Some Applications
	Zhu, Jianzhong 2; Zhou, Wang 1
刊名	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
	2009
卷号	38 期号:13 页码:2241-2250
关键词	Empirical likelihood Saddlepoint approximation Sample quantile
ISSN号	0361-0926
DOI	10.1080/03610920802521224
英文摘要	In this article, we use the integral form of the binomial distribution to derive saddlepoint approximations for sample quantiles. As an application, we present the calculation of the tail probability of the empirical log-likelihood ratio statistic for quantiles. Simulation results are also given to show that our approximations are extremely accurate.
WOS研究方向	Mathematics
语种	英语
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000269145800009
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2934]
专题	上海财经大学
通讯作者	Zhou, Wang
作者单位	1.Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore; 2.Shanghai Univ Finance & Econ, Dept Stat, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Zhu, Jianzhong,Zhou, Wang. Saddlepoint Approximation for Sample Quantiles with Some Applications[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2009,38(13):2241-2250.
APA	Zhu, Jianzhong,&Zhou, Wang.(2009).Saddlepoint Approximation for Sample Quantiles with Some Applications.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,38(13),2241-2250.
MLA	Zhu, Jianzhong,et al."Saddlepoint Approximation for Sample Quantiles with Some Applications".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 38.13(2009):2241-2250.