Expansions and Asymptotics for Statistics
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Expansions and Asymptotics for Statistics: (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Expansions and Asymptotics for Statistics: (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)


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About the Book

Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the conclusions obtained by numerical methods. Providing a broad toolkit of analytical methods, Expansions and Asymptotics for Statistics shows how asymptoti

Table of Contents:
Introduction. General Series Methods. Pade Approximants and Continued Fractions. The Delta Method and Its Extensions. Optimality and Likelihood Asymptotics. The Laplace Approximation and Series. The Saddle-Point Method. Summation of Series. Glossary of Symbols. Useful Limits, Series and Products. References. Index.

About the Author :
Christopher G. Small is a professor in the Department of Statistics and Actuarial Science at the University of Waterloo in Ontario, Canada.

Review :
This book will be an excellent resource for researchers and graduate students who need a deeper understanding of functions arising in probability and statistics than that provided by numerical techniques. -Eduardo Gutierrez-Pena, International Statistical Review, 2012 This outstanding book is rich in contents and excellent in readability. ... I enjoyed reading this book and found this book valuable in my research as well as in my understanding of expansions and asymptotics as they arise often in statistics. The author has to be commended for his contribution to our profession in getting this book out. -Subir Ghosh, Technometrics, May 2012 I have found this book very useful not only for the specialists in asymptotics but especially for all those who wish to learn more from this field and to see the inter-relations between different approaches. -Jaromir Antoch, Zentralblatt MATH This is an excellent book for researchers interested in asymptotics, especially those working on (mathematical) statistics or applied probability. ... The book contains a compilation of different techniques to deal with series expansions and approximations with statistical applications. Examples are focused on the approximation of probability densities, distributions and likelihoods. -Javier Carcamo, Mathematical Reviews


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Product Details
  • ISBN-13: 9781420011029
  • Publisher: Taylor & Francis Ltd
  • Publisher Imprint: Chapman & Hall/CRC
  • Language: English
  • ISBN-10: 1420011022
  • Publisher Date: 07 May 2010
  • Binding: Digital (delivered electronically)
  • Series Title: Chapman & Hall/CRC Monographs on Statistics and Applied Probability


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