Téléchargez le livre : Series Approximation Methods in Statistics

Series Approximation Methods in Statistics



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Springer


Collection :

Lecture Notes in Statistics

Paru le : 2006-09-23



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Description
This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monographs on this s- ject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, ?rst, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the ?eld. In presenting expansion limit theorems I have drawn heavily on notation of McCullagh (1987) and on the theorems presented by Feller (1971) on Edgeworth expansions. For saddlepoint notation and results I relied most heavily on the many papers of Daniels, and a review paper by Reid (1988). Throughout this book I have tried to maintain consistent notation and to present theorems in such a way as to make a few theoretical results useful in as many contexts as possible. This was not only in order to present as many results with as few proofs as possible, but more importantly to show the interconnections between the various facets of asymptotic theory. Special attention is paid to regularity conditions. The reasons they are needed and the parts they play in the proofs are both highlighted.
Pages
222 pages
Collection
Lecture Notes in Statistics
Parution
2006-09-23
Marque
Springer
EAN papier
9780387314099
EAN PDF
9780387322278
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
22
Taille du fichier
2191 Ko
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147,69 €

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