Normal Approximation and Asymptotic Expansions (BOK)

Rabi N. Bhattacharya, R. Ranga Rao

689,00 68900
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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2010 Forfatter R. Ranga Rao, Rabi N. Bhattacharya
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780898718973
Antall sider 332 Dimensjoner 17,4cm x 24,7cm x 1,7cm
Vekt 460 gram Leverandør Bertram Trading Ltd
Emner og form Probability & statistics, Stochastics