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Series Approximation Methods in Statistics /

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This is approved bcc: 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...

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Bibliographic Details
Main Author: Kolassa, John E.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1997.
Edition:Second edition.
Series:Lecture notes in statistics (Springer-Verlag) ; 88.
Subjects:
Statistics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Asymptotics in General.-. Characteristic Functions and the Berry-Esseen Theorem
  • Edgeworth Series
  • Saddlepoint Series for Densities
  • Saddlepoint Series for Distribution Functions
  • Multivariate Expansions
  • Conditional Distribution Approximations
  • Applications to Likelihood Ratio and Maximum Likelihood Statistics
  • Other Topics
  • Computational Aids.