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E-book
Author Butler, Ronald W.

Title Saddlepoint approximations with applications / Ronald W. Butler
Published Cambridge : Cambridge University Press, 2007
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Description 1 online resource (xi, 564 pages) : illustrations
Series Cambridge series in statistical and probabilistic mathematics
Cambridge series on statistical and probabilistic mathematics.
Contents Fundamental approximations -- Properties and derivations -- Multivariate densities -- Conditional densities and distribution functions -- Exponential families and tilted distributions -- Further exponential family examples and theory -- Probability computation with p* -- Probabilities with r*-type approximations -- Nuisance parameters -- Sequential saddlepoint applications -- Applications to multivariate testing -- Ratios and roots of estimating equations -- First passge and time to event distributions -- Bootstrapping in the transform domain -- Bayesian applications -- Nonnormal bases
Summary How approximate probability calculations make complex models tractable; clear, simple explanations; real data examples
Bibliography Includes bibliographical references and index
Subject Method of steepest descent (Numerical analysis)
MATHEMATICS -- General.
Method of steepest descent (Numerical analysis)
Sattelpunktmethode
Wahrscheinlichkeitsverteilung
Stochastische Approximation
Form Electronic book
ISBN 9780511342394
051134239X
0511341326
9780511341328
0511619081
9780511619083