Series Approximation Methods in Statistics

Series Approximation Methods in Statistics by John E. Kolassa.

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 monog...

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Bibliographic Details
Main Author: Kolassa, John E. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1997.
Edition:2nd ed. 1997.
Series:Lecture Notes in Statistics, 88
Springer eBook Collection.
Subjects:
Applied mathematics.
Engineering mathematics.
Statistics .
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1 Asymptotics in General
  • 2 Characteristic Functions and the Berry-Esseen Theorem
  • 3 Edgeworth Series
  • 4 Saddlepoint Series for Densities
  • 5 Saddlepoint Series for Distribution Functions
  • 6 Multivariate Expansions
  • 7 Conditional Distribution Approximations
  • 8 Applications to Wald, Likelihood Ratio, and Maximum Likelihood Statistics
  • 9 Other Topics
  • 10 Computational Aids
  • Author Index.

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