Series Approximation Methods in Statistics
John E. Kolassa
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Description for Series Approximation Methods in Statistics
Paperback. Presents theoretical results relevant to Edgeworth and saddlepoint expansions to densities and distribution functions. This book provides examples of their application in simple and complicated settings, along with numerical, as well as asymptotic, assessments of their accuracy. Series: Lecture Notes in Statistics. Num Pages: 232 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 12. Weight in Grams: 337.
This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monographs on this s- ject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, ?rst, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the ?eld. In presenting expansion limit theorems I ... Read more
This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monographs on this s- ject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, ?rst, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the ?eld. In presenting expansion limit theorems I ... Read more
Product Details
Format
Paperback
Publication date
2006
Publisher
Springer-Verlag New York Inc. United States
Number of pages
232
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
222
Place of Publication
New York, NY, United States
ISBN
9780387314099
SKU
V9780387314099
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About John E. Kolassa
John E. Kolassa is Assistant Professor of Biostatistics at the University of Rochester.
Reviews for Series Approximation Methods in Statistics
From the reviews of the third edition: "This book provides several important theoretical results that are relevant to Edgeworth and saddlepoint approximation to distribution functions, as well as to densities, in a simple and concise manner. … The current edition showcases a rich and expanded list of references, exercises, and some applications. … Two of ... Read more