Saddlepoint approximations with applications [E-Book] / Ronald W. Butler.
Butler, Ronald W., (author)
Cambridge : Cambridge University Press, 2007
1 online resource (xi, 564 pages)
englisch
9780511619083
9780521872508
Cambridge series on statistical and probabilistic mathematics ; 22
Full Text
Table of 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.