Series Approximation Methods in Statistics
(Sprache: Englisch)
This revised 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...
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This revised 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 distributions are extensively treated.
Klappentext zu „Series Approximation Methods in Statistics “
This revised 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 distributions are extensively treated.
Inhaltsverzeichnis zu „Series Approximation Methods in Statistics “
- 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
Autoren-Porträt von John E. Kolassa
John E. Kolassa is Assistant Professor of Biostatistics at the University of Rochester.
Bibliographische Angaben
- Autor: John E. Kolassa
- 2006, 3rd ed., 222 Seiten, Maße: 15,5 x 22,9 cm, Kartoniert (TB), Englisch
- Verlag: Springer, New York
- ISBN-10: 0387314091
- ISBN-13: 9780387314099
Sprache:
Englisch
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