Kolassa Series Approximation Methods in Statistics

3rd Auflage 2006
ISBN: 978-0-387-32227-8
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 88, 222 Seiten, eBook

Reihe: Lecture Notes 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.

Zielgruppe

Research

Autoren/Hrsg.

Kolassa, John E.

Inhaltsverzeichnis

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.

Über Autor(innen)

John E. Kolassa is Assistant Professor of Biostatistics at the University of Rochester.