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Statistical inference based on saddlepoint approximations
Sabolová, Radka ; Jurečková, Jana (advisor) ; Hlávka, Zdeněk (referee) ; Picek, Jan (referee)
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: The saddlepoint techniques for M-estimators have proved to be very accurate and robust even for small sample sizes. Based on these results, saddle- point approximations of density of regression quantile and saddlepoint tests on the value of regression quantile were derived, both in parametric and nonpara- metric setup. Among these, a test on the value of regression quantile based on the asymptotic distribution of averaged regression quantiles was also proposed and all these tests were compared in a numerical study to the classical tests. Finally, special case of Kullback-Leibler divergence in exponential family was studied and saddlepoint approximations of the density of maximum likelihood estimator and sufficient statistic were also derived using this divergence. 1
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Statistical inference based on saddlepoint approximations
Sabolová, Radka
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: The saddlepoint techniques for M-estimators have proved to be very accurate and robust even for small sample sizes. Based on these results, saddle- point approximations of density of regression quantile and saddlepoint tests on the value of regression quantile were derived, both in parametric and nonpara- metric setup. Among these, a test on the value of regression quantile based on the asymptotic distribution of averaged regression quantiles was also proposed and all these tests were compared in a numerical study to the classical tests. Finally, special case of Kullback-Leibler divergence in exponential family was studied and saddlepoint approximations of the density of maximum likelihood estimator and sufficient statistic were also derived using this divergence. 1
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Statistical inference based on saddlepoint approximations
Sabolová, Radka
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: The saddlepoint techniques for M-estimators have proved to be very accurate and robust even for small sample sizes. Based on these results, saddle- point approximations of density of regression quantile and saddlepoint tests on the value of regression quantile were derived, both in parametric and nonpara- metric setup. Among these, a test on the value of regression quantile based on the asymptotic distribution of averaged regression quantiles was also proposed and all these tests were compared in a numerical study to the classical tests. Finally, special case of Kullback-Leibler divergence in exponential family was studied and saddlepoint approximations of the density of maximum likelihood estimator and sufficient statistic were also derived using this divergence. 1
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Statistical inference based on saddlepoint approximations
Sabolová, Radka ; Jurečková, Jana (advisor) ; Hlávka, Zdeněk (referee) ; Picek, Jan (referee)
Title: Statistical inference based on saddlepoint approximations Author: Radka Sabolová Abstract: The saddlepoint techniques for M-estimators have proved to be very accurate and robust even for small sample sizes. Based on these results, saddle- point approximations of density of regression quantile and saddlepoint tests on the value of regression quantile were derived, both in parametric and nonpara- metric setup. Among these, a test on the value of regression quantile based on the asymptotic distribution of averaged regression quantiles was also proposed and all these tests were compared in a numerical study to the classical tests. Finally, special case of Kullback-Leibler divergence in exponential family was studied and saddlepoint approximations of the density of maximum likelihood estimator and sufficient statistic were also derived using this divergence. 1
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