The third edition of this reference book for statistical researchers and advanced graduate students provides an introduction to Edgeworth and saddlepoint expansion limit theorys and a survey of recent developments in the field.

Autorentext
John E. Kolassa is Assistant Professor of Biostatistics at the University of Rochester.

Klappentext

This revised 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.

Inhalt
Asymptotics in General.- Characteristic Functions and the Berry-Esseen Theorem.- Edgeworth Series.- Saddlepoint Series for Densities.- Saddlepoint Series for Distribution Functions.- Multivariate Expansions.- Conditional Distribution Approximations.- Applications to Wald, Likelihood Ratio, and Maximum Likelihood Statistics.- Other Topics.- Computational Aids.