Self-Normalized Processes: Limit Theory and Statistical Applications

byVictor H. Pe, Tze Leung Lai, Qi-Man Shao

Hardcover | January 28, 2009

Self-Normalized Processes: Limit Theory and Statistical Applications by Victor H. Pe
$111.54 online 
$170.50 list price save 34%
Earn 558 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

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.

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 Scie...
Loading
Title:Self-Normalized Processes: Limit Theory and Statistical ApplicationsFormat:HardcoverProduct dimensions:275 pages, 9.25 X 6.1 X 0 inShipping dimensions:275 pages, 9.25 X 6.1 X 0 inPublished:January 28, 2009Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3540856358

ISBN - 13:9783540856351

Appropriate for ages: All ages

Look for similar items by category: