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Self-Normalized Processes Limit Theory and Statistical Applications /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
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| Edición: | 1st ed. 2009. |
| Colección: | Probability and Its Applications
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-540-85636-8 | ||
| 003 | DE-He213 | ||
| 005 | 20220112233859.0 | ||
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| 008 | 100301s2009 gw | s |||| 0|eng d | ||
| 020 | |a 9783540856368 |9 978-3-540-85636-8 | ||
| 024 | 7 | |a 10.1007/978-3-540-85636-8 |2 doi | |
| 050 | 4 | |a QA273.A1-274.9 | |
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| 100 | 1 | |a Peña, Victor H. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Self-Normalized Processes |h [electronic resource] : |b Limit Theory and Statistical Applications / |c by Victor H. Peña, Tze Leung Lai, Qi-Man Shao. |
| 250 | |a 1st ed. 2009. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2009. | |
| 300 | |a XIV, 275 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Probability and Its Applications | |
| 505 | 0 | |a Independent Random Variables -- Classical Limit Theorems, Inequalities and Other Tools -- Self-Normalized Large Deviations -- Weak Convergence of Self-Normalized Sums -- Stein's Method and Self-Normalized Berry-Esseen Inequality -- Self-Normalized Moderate Deviations and Laws of the Iterated Logarithm -- Cramér-Type Moderate Deviations for Self-Normalized Sums -- Self-Normalized Empirical Processes and U-Statistics -- Martingales and Dependent Random Vectors -- Martingale Inequalities and Related Tools -- A General Framework for Self-Normalization -- Pseudo-Maximization via Method of Mixtures -- Moment and Exponential Inequalities for Self-Normalized Processes -- Laws of the Iterated Logarithm for Self-Normalized Processes -- Multivariate Self-Normalized Processes with Matrix Normalization -- Statistical Applications -- The t-Statistic and Studentized Statistics -- Self-Normalization for Approximate Pivots in Bootstrapping -- Pseudo-Maximization in Likelihood and Bayesian Inference -- Sequential Analysis and Boundary Crossing Probabilities for Self-Normalized Statistics. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Statistics . | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Statistical Theory and Methods. |
| 700 | 1 | |a Lai, Tze Leung. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Shao, Qi-Man. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
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| 776 | 0 | 8 | |i Printed edition: |z 9783642099267 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540856764 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540856351 |
| 830 | 0 | |a Probability and Its Applications | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-540-85636-8 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||