Calibrated bootstrap and saddlepoint approximations of finite population L-statistics
Santrauka
We propose two methods to approximate the distribution function of a Studentized linear combination of order statistics for a simple random sample drawn without replacement from a finite population. Using auxiliary data available for the population units, the first method modifies a nonparametric bootstrap approximation, and the second one corrects an empirical saddlepoint approximation based on the bootstrap. We conclude from simulations that, on the tails of distribution of interest, both approximations improve their initial versions and alternative Edgeworth approximations.
