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 distributions 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. John E. Kolassa is Assistant Professor of
Biostatistics at the University of Rochester.
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Lecture Notes in Statistics, 88 |
Release date: |
April 2006 |
First published: |
2006 |
Authors: |
John E. Kolassa
|
Dimensions: |
229 x 152 x 12mm (L x W x T) |
Format: |
Paperback
|
Pages: |
222 |
Edition: |
3rd ed. 2006 |
ISBN-13: |
978-0-387-31409-9 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
0-387-31409-1 |
Barcode: |
9780387314099 |
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