Saddlepoint approximations with applications:
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 reader...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2007
|
| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
22 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xi, 564 pages) |
| ISBN: | 9780511619083 |
| DOI: | 10.1017/CBO9780511619083 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV043940605 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161206s2007 |||| o||u| ||||||eng d | ||
| 020 | |a 9780511619083 |c Online |9 978-0-511-61908-3 | ||
| 024 | 7 | |a 10.1017/CBO9780511619083 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9780511619083 | ||
| 035 | |a (OCoLC)850619234 | ||
| 035 | |a (DE-599)BVBBV043940605 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-92 | ||
| 082 | 0 | |a 511.4 |2 22 | |
| 100 | 1 | |a Butler, Ronald W. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Saddlepoint approximations with applications |c Ronald W. Butler |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2007 | |
| 300 | |a 1 online resource (xi, 564 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Cambridge series on statistical and probabilistic mathematics |v 22 | |
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 505 | 8 | |a 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 | |
| 520 | |a 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 | ||
| 650 | 4 | |a Method of steepest descent (Numerical analysis) | |
| 650 | 0 | 7 | |a Sattelpunktmethode |0 (DE-588)7544084-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wahrscheinlichkeitsverteilung |0 (DE-588)4121894-2 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Sattelpunktmethode |0 (DE-588)7544084-2 |D s |
| 689 | 0 | 1 | |a Wahrscheinlichkeitsverteilung |0 (DE-588)4121894-2 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-87250-8 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9780511619083 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029349575 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511619083 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511619083 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176881362141184 |
|---|---|
| any_adam_object | |
| author | Butler, Ronald W. |
| author_facet | Butler, Ronald W. |
| author_role | aut |
| author_sort | Butler, Ronald W. |
| author_variant | r w b rw rwb |
| building | Verbundindex |
| bvnumber | BV043940605 |
| collection | ZDB-20-CBO |
| 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 |
| ctrlnum | (ZDB-20-CBO)CR9780511619083 (OCoLC)850619234 (DE-599)BVBBV043940605 |
| dewey-full | 511.4 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 511 - General principles of mathematics |
| dewey-raw | 511.4 |
| dewey-search | 511.4 |
| dewey-sort | 3511.4 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9780511619083 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03632nmm a2200481zcb4500</leader><controlfield tag="001">BV043940605</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161206s2007 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511619083</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-511-61908-3</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9780511619083</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9780511619083</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)850619234</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043940605</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">511.4</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Butler, Ronald W.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Saddlepoint approximations with applications</subfield><subfield code="c">Ronald W. Butler</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xi, 564 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Cambridge series on statistical and probabilistic mathematics</subfield><subfield code="v">22</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Method of steepest descent (Numerical analysis)</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Sattelpunktmethode</subfield><subfield code="0">(DE-588)7544084-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitsverteilung</subfield><subfield code="0">(DE-588)4121894-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Sattelpunktmethode</subfield><subfield code="0">(DE-588)7544084-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Wahrscheinlichkeitsverteilung</subfield><subfield code="0">(DE-588)4121894-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-87250-8</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9780511619083</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029349575</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511619083</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511619083</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043940605 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:13Z |
| institution | BVB |
| isbn | 9780511619083 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349575 |
| oclc_num | 850619234 |
| open_access_boolean | |
| owner | DE-12 DE-92 |
| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (xi, 564 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Cambridge series on statistical and probabilistic mathematics |
| spelling | Butler, Ronald W. Verfasser aut Saddlepoint approximations with applications Ronald W. Butler Cambridge Cambridge University Press 2007 1 online resource (xi, 564 pages) txt rdacontent c rdamedia cr rdacarrier Cambridge series on statistical and probabilistic mathematics 22 Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 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 Method of steepest descent (Numerical analysis) Sattelpunktmethode (DE-588)7544084-2 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Sattelpunktmethode (DE-588)7544084-2 s Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-87250-8 https://doi.org/10.1017/CBO9780511619083 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Butler, Ronald W. Saddlepoint approximations with applications 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 Method of steepest descent (Numerical analysis) Sattelpunktmethode (DE-588)7544084-2 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| subject_GND | (DE-588)7544084-2 (DE-588)4121894-2 |
| title | Saddlepoint approximations with applications |
| title_auth | Saddlepoint approximations with applications |
| title_exact_search | Saddlepoint approximations with applications |
| title_full | Saddlepoint approximations with applications Ronald W. Butler |
| title_fullStr | Saddlepoint approximations with applications Ronald W. Butler |
| title_full_unstemmed | Saddlepoint approximations with applications Ronald W. Butler |
| title_short | Saddlepoint approximations with applications |
| title_sort | saddlepoint approximations with applications |
| topic | Method of steepest descent (Numerical analysis) Sattelpunktmethode (DE-588)7544084-2 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| topic_facet | Method of steepest descent (Numerical analysis) Sattelpunktmethode Wahrscheinlichkeitsverteilung |
| url | https://doi.org/10.1017/CBO9780511619083 |
| work_keys_str_mv | AT butlerronaldw saddlepointapproximationswithapplications |