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Normal Approximation and Asymptotic Expansions

Paperback Engels 2010 9780898718973
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Samenvatting

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.

Specificaties

ISBN13:9780898718973
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:332
Uitgever:Society for Industrial and Applied Mathematics

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Inhoudsopgave

Preface to the Classics Edition; Preface; 1. Weak convergence of probability measures and uniformity classes; 2. Fourier transforms and expansions of characteristic functions; 3. Bounds for errors of normal approximation; 4. Asymptotic expansions-nonlattice distributions; 5. Asymptotic expansions-lattice distributions; 6. Two recent improvements; 7. An application of Stein's method; Appendix A.1. Random vectors and independence; Appendix A.2. Functions of bounded variation and distribution functions; Appendix A.3. Absolutely continuous, singular, and discrete probability measures; Appendix A.4. The Euler–MacLaurin sum formula for functions of several variables; References; Index.

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        Normal Approximation and Asymptotic Expansions