Abstract
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.
Citation
Roelof Helmers. Bing-Yi Jing. Gengsheng Qin. Wang Zhou. "Saddlepoint approximations to the trimmed mean." Bernoulli 10 (3) 465 - 501, jun 2004. https://doi.org/10.3150/bj/1089206407
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