Normal approximation and asymptotic expansions / R.N. Bhattacharya, R. Ranga Rao

Auteur: Bhattacharya, Rabindra Nath (1937-) - AuteurCo-auteur: Ranga Rao, Ramaswamy (1935-) - AuteurType de document: Monographie Collection: Wiley series in probability and mathematical statistics Langue: anglaisPays: Etats UnisÉditeur: New York : John Wiley, 1976Description: 1 vol. (XIV-274 p.) ; 24 cm ISBN: 047107201X ; rel. Résumé: This is the first book devoted to a study of rates of convergence to normality for normed sums of independent random vectors. The results almost all deal with the multidimensional case and hence are often not quite as precise as can be achieved in the one-dimensional case. Furthermore, necessity conditions are not generally available. A limited discussion of the one-dimensional and a comprehensive discussion of the multidimensional literature is provided as iis a considerable amount of new material. ... (MathSciNet).Bibliographie: Bibliogr. p. 267-271. Index. Sujets MSC: 41-01 Approximations and expansions -- Instructional exposition (textbooks, tutorial papers, etc.)
42A38 Harmonic analysis on Euclidean spaces -- Harmonic analysis in one variable -- Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type
41A10 Approximations and expansions -- Approximations and expansions -- Approximation by polynomials
41A60 Approximations and expansions -- Approximations and expansions -- Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
41A25 Approximations and expansions -- Approximations and expansions -- Rate of convergence, degree of approximation
En-ligne: MathSciNet
Location Call Number Status Date Due
Salle R 07467-01 / 41 BHA (Browse Shelf) Available

Bibliogr. p. 267-271. Index

This is the first book devoted to a study of rates of convergence to normality for normed sums of independent random vectors. The results almost all deal with the multidimensional case and hence are often not quite as precise as can be achieved in the one-dimensional case. Furthermore, necessity conditions are not generally available. A limited discussion of the one-dimensional and a comprehensive discussion of the multidimensional literature is provided as iis a considerable amount of new material. ... (MathSciNet)

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