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Calibrated bootstrap and saddlepoint approximations of finite population L-statistics

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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… Click to show full abstract

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.

Keywords: bootstrap saddlepoint; saddlepoint approximations; population; finite population; calibrated bootstrap

Journal Title: Lithuanian Mathematical Journal
Year Published: 2019

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