ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONS

descriptionPublicationkeyboard_double_arrow_right Article 01 Mar 1999 English Publisher:Kyushu UniversityJournal:Bulletin of informatics and cybernetics, volume 31, pages 15-22 (issn: 0286-522X, eissn: 2435-743X,

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Authors: Takeuchi, Hiroyuki;

doi: 10.5109/13477

ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONS

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Abstract

Summary: In this paper we examine the behavior of the saddlepoint in the saddlepoint approximations for the \(M\)-estimators of location. The results of the study are useful when applying a numerical method to solve an equation with respect to the saddlepoint and when considering the approximations from a theoretical point of view.

Related Organizations

Tokyo International University
Japan

Keywords

Asymptotic distribution theory in statistics, Point estimation, Approximations to statistical distributions (nonasymptotic)

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