Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)
ISBN-13:
9783540856351
ISBN-10:
3540856358
Edition:
2009
Author:
Tze Leung Lai, Qi-Man Shao, Victor H. Peña
Publication date:
2009
Publisher:
Springer
Format:
Hardcover
289 pages
Category:
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9783540856351
ISBN-10:
3540856358
Edition:
2009
Author:
Tze Leung Lai, Qi-Man Shao, Victor H. Peña
Publication date:
2009
Publisher:
Springer
Format:
Hardcover
289 pages
Category:
Applied
,
Mathematics
Summary
Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications) (ISBN-13: 9783540856351 and ISBN-10: 3540856358), written by authors
Tze Leung Lai, Qi-Man Shao, Victor H. Peña, was published by Springer in 2009.
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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.
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