Institute of Mathematical Statistics Lecture Notes - Monograph Series

Small sample asymptotics

Christopher Field and Elvezio Ronchetti

Lecture Notes--Monograph Series, Volume 13
Hayward, CA: Institute of Mathematical Statistics, 1990.
152 pp.

Print on Demand

Subjects:

62F11 (primary)
60F05 (secondary)
62E20 (secondary)
Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215468235
Mathmatical Reviews number (MathSciNet): MR1088480
ISBN:0-940600-18-8

Copyright © 1990, Institute of Mathematical Statistics.

Miscellaneous Frontmatter

Chapter 1. Introduction

1-3

Chapter 2. Edgeworth expansions

4-21

Chapter 3. Saddlepoint approximations for the mean

22-41

Chapter 4. General saddlepoint approximations

42-74

Chapter 5. Related techniques

75-93

Chapter 6. Approximate confidence intervals in multiparameter problems

94-107

Chapter 7. Further applications

108-130

References

131-140

Index

141-152

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series