Saddlepoint Approximations with Applications (Cambridge Series in Statistical and Probabilistic Mathematics)
"This compendious volume reflects an extraordinary amount of work and great attention to detail... The prose is clear, conversational, and occasionally enlivened with wry humor. The overall impression is of great readability. The author has set out to make saddlepoint approximations more accessible to the reader, aiming to simplify and clarify the sometimes turgid literature, and has succeeded admirably."Andrew Robinson, University of Melbourne, Australia, Journal of Applied Statistics"This big book with its big coverage of a big topic is a big addition to the big Cambridge series."Jordan Stoyanov, Newcastle University for the Journal of the Royal Statistical Society"This book is a welcome addition to the statistical literature. Saddlepoint Approximations With Applications provides an exhaustive and clear exposition of saddlepoint methods and their origins, derivations, and applications. I am disappointed that I did not have this book available when I first learned about saddlepoint approximations. It would have put me at a distinct advantage, shortening the time that it took me to learn about these methods and how to derive them. I expect it will serve as a valuable reference book in the years to come."Pamela A. Ohman Strickland, Journal of the American Statistical Association