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Inequalities and extremal problems in probability and statistics : selected topics /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London, United Kingdom :
Academic Press is an imprint of Elsevier,
2017.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover; Inequalities and Extremal Problems in Probability and Statistics: Selected Topics; Copyright; Contents; Preface; Chapter 1: Method of Moments and Sharp Inequalities for Martingales; 1.1 Introduction; 1.2 An Inequality for the Martingale Difference Sequence; 1.3 An Inequality for the Martingale Square Function; 1.4 A Prophet Inequality for L2-Bounded Martingales; 1.5 Moment Inequality for Martingale Square Function; 1.6 An Inequality for Martingale Transforms; References; Chapter 2: Optimal Stopping Problems of Nonintegral Type; 2.1 Introduction.
- 4.3.2 Possible Improvements of Nagaev's Method4.4 A New Way to Obtain Nonuniform BE Bounds; A quick proof of Nagaev's nonuniform BE bound (4.3.1); 4.5 Constructions of the Smoothing Filter M; 4.6 Another Construction of Smoothing Inequalities for Nonuniform BE Bounds; A quicker proof of Nagaev's nonuniform BE bound (4.3.1); References; Chapter 5: On the Berry-Esseen Bound for the Student Statistic; 5.1 Summary and Discussion; 5.2 Proofs; References; Chapter 6: Sharp Probability Inequalities for Random Polynomials, Generalized Sample Cross-Moments, and Studentized Processe; 6.1 Introduction.
- 6.2 Sharp Probability Inequalities for Sums of Independent R.V.'s and Their Self-Normalized Analogs6.3 Main Inequalities; 6.3.1 Inequalities for Random Polynomials, Generalized Sample Cross-Moments, and Their Self-Normalized and Studentized Ver ... ; 6.3.2 Extensions of the Results in Sections 6.2 and 6.3.1 to the Case of Dependent R.V.'s ThroughMeasures of Dependence; 6.3.3 Sharp Moment Inequalities for Random Polynomials, Sample Cross-Moments, and Their Applications; 6.4 Applications in Hypothesis Testing; 6.4.1 Permutation Tests Against Serial Correlationand Tests for Independence.