Saddlepoint p-values for two-sample bivariate tests
Abd-elfattah, Ehab;
Abstract
© 2015 Elsevier B.V.. A double saddlepoint approximation for the exact p-values of a class of two-sample bivariate tests is derived. The saddlepoint method approximates the underlying permutation distributions of the tests. Some widely used bivariate tests are shown to be in this class. Extensive simulation studies are used to evaluate the performance of the saddlepoint approximation. The saddlepoint approximation is compared with the asymptotic approximation and shows great improvement in accuracy over the asymptotic normal approximation.
Other data
| Title | Saddlepoint p-values for two-sample bivariate tests | Authors | Abd-elfattah, Ehab | Issue Date | 2016 | Journal | Journal of Statistical Planning and Inference | DOI | https://api.elsevier.com/content/abstract/scopus_id/84960242722 92 171 10.1016/j.jspi.2015.11.002 |
Scopus ID | 2-s2.0-84960242722 |
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