Self-Normalized Processes : Limit Theory and Statistical Applications Paperback / softback
by Victor H. Pena, Tze Leung Lai, Qi-Man Shao
Part of the Probability and Its Applications series
Paperback / softback
Description
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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:275 pages, XIV, 275 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:30/11/2010
- Category:
- ISBN:9783642099267
Other Formats
- Hardback from £104.65
- PDF from £93.08
Information
-
Out of stock
- Format:Paperback / softback
- Pages:275 pages, XIV, 275 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:30/11/2010
- Category:
- ISBN:9783642099267
