Series approximation methods in statistics.

MaRDI QIDQ5906803zbMATH OpenFDO

Authors John Kolassa

Publication date 17 September 1997

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

zbMATH Keywords

computational toolsconditional distributionsEdgeworth serieslattice distributionslikelihood ratio statisticslimit theoremsmaximum likelihood estimatorssaddlepoint approximations

Mathematics Subject Classification ID

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

Review text

[For the review of the first edition from 1994 see Zbl 0797.62008).] Publisher's description: This second edition features an expanded list of references, exercises, and applications, a reordering of material facilitating a quick introduction to series expansions without thorough consideration of all of the theoretical results and regularity conditions, and an addition of material on efficiency and power calculations.

Recommendations

• Series approximation methods in statistics.
• Series approximation methods in statistics
• Expansions and Asymptotics for Statistics
• scientific article; zbMATH DE number 1406851

Cited in

(25)

• Series approximation methods in statistics
• Uniformity of double saddlepoint conditional probability approximations
• Bayesian neural networks with confidence estimations applied to data mining.
• Saddlepoint approximation at the edges of a conditional sample space
• Asymptotic normality for wavelet deconvolution density estimators
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Tail probability approximations for Student's t-statistics
• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• scientific article; zbMATH DE number 2131229 (Why is no real title available?)
• On exact sampling of nonnegative infinitely divisible random variables
• A Proof of the Asymptotic Equivalence of Two-Tail Probability Approximations
• The Approximate Variance of a Function of Random Variables
• A fixed-point method for the saddlepoint approximation quantile
• The size and power of analytical amd bootstrap corrections to score tests in regression models
• The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison
• scientific article; zbMATH DE number 7387527 (Why is no real title available?)
• scientific article; zbMATH DE number 7387537 (Why is no real title available?)
• Saddlepoint Approximation for the Distribution of the Modified Signed Root of Likelihood Ratio Statistics Near the Mean
• Distributions of Traces of Frobenius for Smooth Plane Curves Over Finite Fields
• Series approximation methods in statistics.
• scientific article; zbMATH DE number 7750669 (Why is no real title available?)
• Nonparametric estimates of option prices via Hermite basis functions
• Polynomial Propagation of Moments in Stochastic Differential Equations
• Long sequence Hopfield memory
• Probability distribution as a path and its action integral

This page was built for publication: Series approximation methods in statistics.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5906803)