Tools for the Symbolic Computation of Asymptotic Expansions -- from Wolfram Library Archive

Title

Tools for the Symbolic Computation of Asymptotic Expansions

Authors

D. Andrews

J. Stafford

Journal / Anthology

Journal of the Royal Statistical Society

Year:

1993

Volume:

Issue:

Page range:

613-627

Description

This paper describes a collection of procedures for the systematic computation of asymptotic expansions that are common in statistical theory and practice: expansion of functions of sums of independent and identically distributed random variables. The procedures permit the expansion of maximum likelihood estimates, the associated deviance or drop in likelihood and more general functions of random variables with distributions involving one or more parameters. The procedures are illustrated with examples involving general and specific laws.

Subject

Mathematics > Probability and Statistics

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