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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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.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Probability and Its Applications |
Release date | 2009 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2009 |
Authors | Victor H. Pena, Tze Leung Lai, Qi-Man Shao |
Dimensions | 235 x 155 x 23mm (L x W x T) |
Format | Hardcover |
Pages | 275 |
Edition | 2009 ed. |
ISBN-13 | 978-3-540-85635-1 |
Barcode | 9783540856351 |
Categories | |
LSN | 3-540-85635-8 |