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Item Details
| Title:
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SELF-NORMALIZED PROCESSES
LIMIT THEORY AND STATISTICAL APPLICATIONS |
| By: |
Victor H. Pena, Tze Leung Lai, Qi-Man Shao |
| Format: |
Paperback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642099262 |
| ISBN 13: |
9783642099267 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
25 November, 2010 |
| Edition: |
Softcover reprint of hardcover 1st ed. 2009 |
| Series: |
Probability and Its Applications |
| Pages: |
275 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
XIV, 275 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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