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Saddlepoint Approximations with Applications

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Saddlepoint Approximations with Applications - Butler, Ronald W.
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Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later ...

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Saddlepoint Approximations with Applications 2007, Cambridge University Press, Cambridge

ISBN-13: 9780521872508

Hardcover