Series approximation methods in statistics / John E. Kolassa

Auteur: Kolassa, John Edward (1963-) - AuteurType de document: Livre numériqueCollection: Lecture notes in statistics ; 88Langue: anglaisÉditeur: New York : Springer, 2006 ISBN: 9780387322278 Note: Publisher’s description: This book presents theoretical results relevant to Edgeworth and saddlepoint expansions to densities and distribution functions. It provides examples of their application in some simple and a few complicated settings, along with numerical, as well as asymptotic, assessments of their accuracy. Variants on these expansions, including much of modern likelihood theory, are discussed and applications to lattice distribtuions are extensively treated. This book is intended primarily for advanced graduate students and researchers in the field needing a collection of core results in a uniform notation, with bibliographical references to further examples and applications. It assumes familiarity with real analysis, vector calculus, and complex analysis. This third edition features an expansion of the material on the Blackwell approximation and an expansion of the discussions on saddlepoint approximation. Sujets MSC: 62E20 Statistics -- Distribution theory -- Asymptotic distribution theory
62-02 Statistics -- Research exposition (monographs, survey articles)
62E17 Statistics -- Distribution theory -- Approximations to distributions (nonasymptotic)
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Publisher’s description: This book presents theoretical results relevant to Edgeworth and saddlepoint expansions to densities and distribution functions. It provides examples of their application in some simple and a few complicated settings, along with numerical, as well as asymptotic, assessments of their accuracy. Variants on these expansions, including much of modern likelihood theory, are discussed and applications to lattice distribtuions are extensively treated.

This book is intended primarily for advanced graduate students and researchers in the field needing a collection of core results in a uniform notation, with bibliographical references to further examples and applications. It assumes familiarity with real analysis, vector calculus, and complex analysis.

This third edition features an expansion of the material on the Blackwell approximation and an expansion of the discussions on saddlepoint approximation.

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