Saddlepoint Approximations with Applications
$151.00 (C)
Part of Cambridge Series in Statistical and Probabilistic Mathematics
- Author: Ronald W. Butler, Southern Methodist University, Texas
- Date Published: August 2007
- availability: Available
- format: Hardback
- isbn: 9780521872508
$
151.00
(C)
Hardback
Other available formats:
eBook
Looking for an examination copy?
This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact collegesales@cambridge.org providing details of the course you are teaching.
-
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 chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.
Read more- An accessible, readable introduction that equips the reader to use the methods for real applications
- Abundant examples, both numerical and theoretical, build and reinforce skills and understanding
- Author is a major contributor to the field: this is, and will remain, the book on saddlepoint approximation
Reviews & endorsements
"This compendious volume reflects an extraordinary amount of work and great attention to detail... The prose is clear, conversational, and occasionally enlivened with wry humor. The overall impression is of great readability. The author has set out to make saddlepoint approximations more accessible to the reader, aiming to simplify and clarify the sometimes turgid literature, and has succeeded admirably."
Andrew Robinson, University of Melbourne, Australia, Journal of Applied StatisticsSee more reviews"This big book with its big coverage of a big topic is a big addition to the big Cambridge series."
Jordan Stoyanov, Newcastle University for the Journal of the Royal Statistical Society"This book is a welcome addition to the statistical literature. Saddlepoint Approximations With Applications provides an exhaustive and clear exposition of saddlepoint methods and their origins, derivations, and applications. I am disappointed that I did not have this book available when I first learned about saddlepoint approximations. It would have put me at a distinct advantage, shortening the time that it took me to learn about these methods and how to derive them. I expect it will serve as a valuable reference book in the years to come."
Pamela A. Ohman Strickland, Journal of the American Statistical AssociationCustomer reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity
×Product details
- Date Published: August 2007
- format: Hardback
- isbn: 9780521872508
- length: 578 pages
- dimensions: 253 x 183 x 33 mm
- weight: 1.21kg
- contains: 131 b/w illus. 120 tables 283 exercises
- availability: Available
Table of Contents
Preface
1. Fundamental approximations
2. Properties and derivatives
3. Multivariate densities
4. Conditional densities and distribution functions
5. Exponential families and tilted distributions
6. Further exponential family examples and theory
7. Probability computation with p*
8. Probabilities with r*-type approximations
9. Nuisance parameters
10. Sequential saddlepoint applications
11. Applications to multivariate testing
12. Ratios and roots of estimating equations
13. First passage and time to event distributions
14. Bootstrapping in the transform domain
15. Bayesian applications
16. Non-normal bases
References
Index.
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×