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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.
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John E. Kolassa is Assistant Professor of Biostatistics at the University of Rochester.
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- PublisherSpringer
- Publication date2006
- ISBN 10 0387314091
- ISBN 13 9780387314099
- BindingPaperback
- Edition number3
- Number of pages232
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