Series Approximation Methods in Statistics

Series Approximation Methods in Statistics
Author :
Publisher : Springer Science & Business Media
Total Pages : 162
Release :
ISBN-10 : 9781475742756
ISBN-13 : 1475742754
Rating : 4/5 (754 Downloads)

Book Synopsis Series Approximation Methods in Statistics by : John E. Kolassa

Download or read book Series Approximation Methods in Statistics written by John E. Kolassa and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 subject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, first, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the field. In presenting expansion limit theorems I have drawn heavily 011 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.


Series Approximation Methods in Statistics Related Books

Series Approximation Methods in Statistics
Language: en
Pages: 162
Authors: John E. Kolassa
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 i
Statistical Methods
Language: en
Pages: 694
Authors: Rudolf J. Freund
Categories: Mathematics
Type: BOOK - Published: 2003-01-07 - Publisher: Elsevier

DOWNLOAD EBOOK

This broad text provides a complete overview of most standard statistical methods, including multiple regression, analysis of variance, experimental design, and
Approximation Theory and Algorithms for Data Analysis
Language: en
Pages: 363
Authors: Armin Iske
Categories: Mathematics
Type: BOOK - Published: 2018-12-14 - Publisher: Springer

DOWNLOAD EBOOK

This textbook offers an accessible introduction to the theory and numerics of approximation methods, combining classical topics of approximation with recent adv
Series Approximation Methods in Statistics
Language: en
Pages: 204
Authors: Springer
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

DOWNLOAD EBOOK

Normal Approximation by Stein’s Method
Language: en
Pages: 411
Authors: Louis H.Y. Chen
Categories: Mathematics
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi