Series Approximation Methods in Statistics - Softcover

John E. Kolassa

 
9780387942773: Series Approximation Methods in Statistics

Synopsis

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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About the Author

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

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