文档介绍：Lecture Notes in Statistics 88
Edited by P. Bickel, P. Diggle, S. Fienberg, U. Gather,
I. Olkin, S. Zeger
John E. Kolassa
Series Approximation Methods in Statistics
Third Edition
John E. Kolassa
Department of Statistics
Rutgers University
Piscataway, NJ 08854
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Library of Congress Control Number: 2005939010
ISBN-10: 0-387-31409-1 e-ISBN 0-387-32227-2
ISBN-13: 978-0387-31409-9
Printed on acid-free paper.
© 2006 Springer Science+Business Media, Inc.
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Preface
This book was piled for a course I taught at the University of
Rochester in the fall of 1991, and is intended to give advanced graduate students
in statistics an introduction to Edgeworth and saddlepoint approximations, and
related techniques. Many other authors have also written monographs on this sub-
ject, and so this work is narrowly focused on two areas not recently discussed in
theoretical text books. These areas are, first, a rigorous consideration of Edgeworth
and saddlepoint expansion limit theorems, and second, a survey of the more recent
developments in the field.
In presenting expansion limit theorems I have drawn heavily on notation of
McCullagh (1987) and on the