Series approximation methods in statistics
By: John E. Kolassa.
Edition: 2nd ed.
Series: Lecture notes in statistics ;; 88; Lecture notes in statistics (Springer-Verlag) ;; v. 88.
Publisher: Springer
Published: 1997
Place of publication: New York
Language: eng
Number of pages: 183
Subjects: Mathematical statistics -- Asymptotic theory.; Asymptotic distribution (Probability theory); Edgeworth expansions.
Description: 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.
Notes: Includes bibliographical references (p. 172-179) and indexes.