Self-Normalized Processes Limit Theory and Statistical Applications

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  • Engels
  • Paperback
  • 9783642099267
  • 30 november 2010
  • 275 pagina's
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Samenvatting

This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.

Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference.

The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.



Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference.

The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.

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Taal
en
Bindwijze
Paperback
Oorspronkelijke releasedatum
30 november 2010
Aantal pagina's
275
Illustraties
Nee

Betrokkenen

Hoofdauteur
Victor H. Pena
Tweede Auteur
Tze Leung Lai
Co Auteur
Qi-Man Shao
Hoofduitgeverij
Springer

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Editie
Softcover reprint of hardcover 1st ed. 2009
Extra groot lettertype
Nee
Product breedte
155 mm
Product lengte
235 mm
Studieboek
Ja
Verpakking breedte
156 mm
Verpakking hoogte
15 mm
Verpakking lengte
230 mm
Verpakkingsgewicht
200 g

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9783642099267

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