John E. Kolassa
Series Approximation Methods in Statistics
Paperback Engels 2006 3e druk 9780387314099Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387314099
Taal:Engels
Bindwijze:paperback
Aantal pagina's:222
Uitgever:Springer New York
Druk:3
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Inhoudsopgave
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 Wald, Likelihood Ratio, and Maximum Likelihood Statistics.- Other Topics.- Computational Aids.
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