Asymptotics in general -- Characteristic functions and the Berry-Essen theorem -- Edgeworth series -- Saddlepoint series for densities -- Saddlepoint series for distribution functions -- Multivariate expansions -- Conditional distribution approximations -- Applications to wald, likelihood ratio, and maximum likelihood statistics -- Other topics -- Computational aids
Summary
"Asymptotic techniques have long been important in statistical inference; these techniques remain important in the age of fast computing because some exact answers are still either conceptually unavailable or practically out of reach. This book presents theoretical results relevant to Edgeworth and saddlepoint expansions to densities and distribution functions." "This book is intended primarily for advanced graduate students and researchers in the field needing a collection of core results in a uniform notation, with bibliographical references to further examples and applications. It assumes familiarity with real and univariate complex analysis, and vector calculus."--Jacket
Bibliography
Includes bibliographical references (pages 205-214) and index
