Normal approximation and asymptotic ...
Bhattacharya, R. N. (1937-)

 

  • Normal approximation and asymptotic expansions[electronic resource] /
  • レコード種別: 言語・文字資料 (印刷物) : 単行資料
    [NT 15000414] null: 519.2
    タイトル / 著者: Normal approximation and asymptotic expansions/ Rabi N. Bhattacharya, R. Ranga Rao.
    著者: Bhattacharya, R. N.
    その他の著者: Ranga Rao, R.
    出版された: Philadelphia : : Society for Industrial and Applied Mathematics,, c2010.
    記述: 1 electronic text (xxii, 316 p.)
    注記: "Updated republication of the work first published by Robert E. Krieger Publishing Company, Inc., in 1986"--Copr. p.
    主題: Asymptotic expansions.
    主題: Central limit theorem.
    主題: Convergence.
    国際標準図書番号 (ISBN) : 9780898719895 (electronic bk.)
    国際標準図書番号 (ISBN) : 0898719895 (electronic bk.)
    [NT 15000227] null: Includes bibliographical references and index.
    [NT 15000228] null: 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.
    [NT 15000229] null: Although this 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 also is 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.
    電子資源: http://portal.igpublish.com/iglibrary/search/SIAMB0000414.html
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