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Title: Saddlepoint approximation for sample quantiles with some applications
Authors: Zhu, J.
Zhou, W. 
Keywords: Empirical likelihood
Saddlepoint approximation
Sample quantile
Issue Date: Jan-2009
Source: Zhu, J., Zhou, W. (2009-01). Saddlepoint approximation for sample quantiles with some applications. Communications in Statistics - Theory and Methods 38 (13) : 2241-2250. ScholarBank@NUS Repository.
Abstract: 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.
Source Title: Communications in Statistics - Theory and Methods
ISSN: 03610926
DOI: 10.1080/03610920802521224
Appears in Collections:Staff Publications

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