Name: normal approximation and asymptotic expansions
SKU: 4230432
Price: 124.76 USD
Availability: InStock
Author: rabi n. bhattacharya
ISBN: 9780898718973

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portada normal approximation and asymptotic expansions

normal approximation and asymptotic expansions

Formato

Libro Físico

Autor

rabi n. bhattacharya

Año

2010

N° páginas

332

ISBN

089871897X

ISBN13

9780898718973

normal approximation and asymptotic expansions

Rabi N. Bhattacharya (Autor) · · Libro Físico

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Reseña del libro "normal approximation and asymptotic expansions"

Although Normal Approximation and Asymptotic Expansions was first published in 1976, it has gained new significance and renewed interest among statisticians due to the developments of modern statistical techniques such as the bootstrap, the efficacy of which can be ascertained by asymptotic expansions. This is also the only book containing a detailed treatment of various refinements of the multivariate central limit theorem (CLT), including Berry-Essen-type error bounds for probabilities of general classes of functions and sets, and asymptotic expansions for both lattice and non-lattice distributions. With meticulous care, the authors develop the necessary background on: weak convergence theory, Fourier analysis, geometry of convex sets and the relationship between lattice random vectors and discrete subgroups of Rk.