Saddlepoint approximations to the trimmed mean
Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established. Some numerical evidence on the quality of our saddlepoint approximations is also included. These approximations can be applied to the bootstrap for the studentized trimmed mean, to provide very fast and accurate approximations to the bootstrap without the need for extensive resampling.
|Asymptotic distribution theory (msc 62E20), Resampling methods (msc 62G09)|
|CWI. Probability, Networks and Algorithms [PNA]|
Helmers, R, Jing, B.-Y, Qin, G, & Zhou, W. (2002). Saddlepoint approximations to the trimmed mean. CWI. Probability, Networks and Algorithms [PNA]. CWI.