Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)
Victor H. Peña
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Description for Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)
Hardcover. 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. Series: Probability and its Applications. Num Pages: 289 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 17. Weight in Grams: 614.
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, ... Read more
Show LessProduct Details
Format
Hardback
Publication date
2009
Publisher
Springer
Condition
New
Series
Probability and its Applications
Number of Pages
275
Place of Publication
Berlin, Germany
ISBN
9783540856351
SKU
V9783540856351
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Victor H. Peña
Victor H. de la Peña is Fellow of Institute of Mathematical Statistics and a Medallion Lecturer for IMS in 2007. Tze Leung LAI: Distinguished Lecture Series in Statistical Science from Academia Sinica (2001), Starr Lectures in Financial Mathematics from the University of Hong Kong (2001), Center for Advanced Study in the Behavioral Sciences Fellowship (1999-2000), Richard Anderson Lecture ... Read more
Reviews for Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)
From the reviews: "Readership: Research workers in applied probability. … it serves as a reference text for a special-topic course for PhD students; each chapter after the first ends with a collection of problems and the material is based on such a course taught by two of the authors at Stanford and Hong kong. … It is ... Read more