The third edition of this reference book for statistical researchers and advanced graduate students provides an introduction to Edgeworth and saddlepoint expansion limit theorys and a survey of recent developments in the field.
The third edition of this reference book for statistical researchers and advanced graduate students provides an introduction to Edgeworth and saddlepoint expansion limit theorys and a survey of recent developments in the field
John E. Kolassa
Calc Lattice approximation boundary element method calculus character computation distribution field form function likelihood maximum real analysis statistics
From the reviews of the third edition:
"This book provides several important theoretical results that are relevant to Edgeworth and saddlepoint approximation to distribution functions, as well as to densities, in a simple and concise manner. … The current edition showcases a rich and expanded list of references, exercises, and some applications. … Two of the nice features of this book are its uniformity in notation and special attention to regularity conditions." (Technometrics, Vol. 49 (2), 2007)
"This third edition features an expanded collection of references, exercises, and applications. Results have been reconfigured to adhere to a more conventional ‘theorem/proof’ format, which should make the material more tractable to some readers. Kolassa’s updated text should continue to serve as a valuable resource for interested students and researchers on saddlepoint methods and Edgeworth expansions." (Joseph Cavanaugh, Journal of the American Statistical Association, Vol. 102 (480), 2007)