Normal Approximation and Asymptotic Expansions

Normal Approximation and Asymptotic Expansions

by Rabindra N. Bhattacharya, Ramaswamy Ranga Rao

316 pages· 1986· ISBN 9780898719444
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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.

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