Asymptotic methods provide important tools for approximating and
analysing functions that arise in probability and statistics.
Moreover, the conclusions of asymptotic analysis often supplement
the conclusions obtained by numerical methods. Providing a broad
toolkit of analytical methods, Expansions and Asymptotics for
Statistics shows how asymptotics, when coupled with numerical
methods, becomes a powerful way to acquire a deeper understanding
of the techniques used in probability and statistics.
The book first discusses the role of expansions and asymptotics
in statistics, the basic properties of power series and asymptotic
series, and the study of rational approximations to functions. With
a focus on asymptotic normality and asymptotic efficiency of
standard estimators, it covers various applications, such as the
use of the delta method for bias reduction, variance stabilisation,
and the construction of normalising transformations, as well as the
standard theory derived from the work of R.A. Fisher, H. Cramer, L.
Le Cam, and others. The book then examines the close connection
between saddle-point approximation and the Laplace method. The
final chapter explores series convergence and the acceleration of
that convergence.
General
Imprint: |
Chapman & Hall/CRC
|
Country of origin: |
United States |
Series: |
Chapman & Hall/CRC Monographs on Statistics and Applied Probability |
Release date: |
May 2010 |
First published: |
2010 |
Authors: |
Christopher G. Small
|
Dimensions: |
234 x 156 x 24mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
357 |
Edition: |
New |
ISBN-13: |
978-1-58488-590-0 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-58488-590-4 |
Barcode: |
9781584885900 |
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