Series Approximation Methods in Statistics - ISBN:0387314091

Series Approximation Methods in Statistics

Date: 27 April 2011, 10:35

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This 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. This book is intended primarily for advanced graduate students and researchers in the field needing a collection of core results in a uniform notation, with bibliographical references to further examples and applications. It assumes familiarity with real analysis, vector calculus, and complex analysis. This third edition features an expansion of the material on the Blackwell approximation and an expansion of the discussions on saddlepoint approximation.

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