Series approximation methods in statistics

zbMath0797.62008MaRDI QIDQ1324805

John E. Kolassa

Publication date: 30 May 1994

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio statisticsEdgeworth serieslimit theoremsconditional distributionsmaximum likelihood estimatorslattice distributionssaddlepoint approximationscomputational tools

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Approximations to statistical distributions (nonasymptotic) (62E17)

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A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives ⋮ BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Edgeworth approximations for rank sum test statistics ⋮ Saddlepoint approximation in exponential models with boundary points ⋮ The empirical saddlepoint estimator ⋮ Saddlepoint approximations for the probability mass functions of some nonparametric test statistics ⋮ On the le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators ⋮ Large deviations for combinatorial distributions. I: Central limit theorems ⋮ Higher-order approximations to conditional distribution functions ⋮ Integrated dynamic models for hedging international portfolio risks ⋮ A refined continuity correction for the negative binomial distribution and asymptotics of the median ⋮ Distribution and density approximation of the co variance matrix in the growth curve model ⋮ Second order asymptotics for score tests in exponential family nonlinear models ⋮ A precise local limit theorem for the multinomial distribution and some applications ⋮ Approximating the distribution function of risk ⋮ Studentized bootstrap confidence intervals based onM-estimates ⋮ The wild bootstrap, tamed at last ⋮ A new algorithm for computing the multivariate Faà di Bruno's formula ⋮ Asymptotic tail approximations for some nonparametric test statistics ⋮ On the Le Cam distance between multivariate hypergeometric and multivariate normal experiments ⋮ Convergence Properties in Certain Occupancy Problems Including the Karlin-Rouault Law ⋮ Saddlepoint expansions in terms of Bell polynomials ⋮ Asymptotic approximations for some distributions of ratios ⋮ Saddlepoint Approximations for Stopped-Sum Distributions ⋮ New Edgeworth-type expansions with finite sample guarantees

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