Expansions and asymptotics for statistics / Christopher G Small
Material type:
TextSeries: Monographs on statistics and applied probability ; 115Publication details: Boca Raton : CRC Press, 2010Description: xiv, 343p. 23cmISBN: - 9781584885900
- 519.5 SMA
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
Book
|
Calcutta | 519.5 SMA (Browse shelf(Opens below)) | Available | IIMC-132849 |
The book first discusses the role of expansions and asymptotics in statistics, the basic properties of power series and asymptotic series, and the study of rational approximations to functions. With a focus on asymptotic normality and asymptotic efficiency of standard estimators, it covers various applications, such as the use of the delta method for bias reduction, variance stabilisation, and the construction of normalising transformations, as well as the standard theory derived from the work of R.A. Fisher, H. Cramer, L. Le Cam, and others. The book then examines the close connection between saddle-point approximation and the Laplace method. The final chapter explores series convergence and the acceleration of that convergence.
There are no comments on this title.