Normal Approximation and Asymptotic Expansions

Download or read book Normal Approximation and Asymptotic Expansions written by Rabi N. Bhattacharya and published by SIAM. This book was released on 1986-01-01 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although this was first published in 1976, it has gained new significance and renewed interest among statisticians due to the developments of modern statistical techniques such as the bootstrap, the efficacy of which can be ascertained by asymptotic expansions. This also is the only book containing a detailed treatment of various refinements of the multivariate central limit theorem (CLT), including Berry-Essen-type error bounds for probabilities of general classes of functions and sets, and asymptotic expansions for both lattice and non-lattice distributions.