BS2 Further Statistical Inference HT09 - Lecture 10
Laplace's method of integrals
This lecture describes basic elements of a classic and well understood method for approximating integrals. Corresponding material can be found in section 9.7 of Young and Smith (2005) and in section 5.1 of Leonard and Hsu (1999).
Last updated: Thursday, 19 February 2009 17:40. Steffen L. Lauritzen