Self-Normalized Processes
Produktnummer:
1863111acde47a4ccd8660a2fb23d593fb
| Autor: | Lai, Tze Leung Peña, Victor H. Shao, Qi-Man |
|---|---|
| Themengebiete: | Bootstrapping Likelihood Random variable bootstrap calculus large and moderate deviations law of the iterated logarithm self-normalization sequential analysis studentized U-statistic |
| Veröffentlichungsdatum: | 28.01.2009 |
| EAN: | 9783540856351 |
| Sprache: | Englisch |
| Seitenzahl: | 275 |
| Produktart: | Gebunden |
| Verlag: | Springer Berlin |
| Untertitel: | Limit Theory and Statistical Applications |
Produktinformationen "Self-Normalized Processes"
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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