Series Approximation Methods in Statistics [electronic resource] / by John E. Kolassa.
This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monog...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
1994.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
88. |
| Subjects: |
Table of Contents:
- 1. Asymptotics in General
- 2. Characteristic Functions and the Berry-Esseen Theorem
- 3. Edgeworth Series
- 4. Saddlepoint Series for Densities
- 5. Saddlepoint Series for Distribution Functions
- 6. Multivariate Expansions
- 7. Conditional Distribution Approximations
- 8. Applications to Likelihood Ratio and Maximum Likelihood Statistics
- 9. Other Topics
- 10. Computational Aids
- Author Index.