Statistics and Computing

, Volume 9, Issue 1, pp 9–15 | Cite as

Implementation of saddlepoint approximations in resampling problems

  • Angelo J. Canty
  • A. C. Davison


In many situations saddlepoint approximations can replace the Monte Carlo simulation typically used to find the bootstrap distribution of a statistic. We explain how bootstrap and permutation distributions can be expressed as conditional distributions and how methods for linear programming and for fitting generalized linear models can be used to find saddlepoint approximations to these distributions. The ideas are illustrated using an example from insurance.

Bootstrap exponential family generalized linear model saddlepoint approximation Simplex method Sparre Anderson model test inversion 


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Copyright information

© Kluwer Academic Publishers 1999

Authors and Affiliations

  • Angelo J. Canty
  • A. C. Davison

There are no affiliations available

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