Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)
by Victor H. Peña, Tze Leung Lai and Qi-Man Shao
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Fulfillment optionsSelf-Normalized Processes
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.
The book, Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications) [Bulk, Wholesale, Quantity] ISBN#9783540856351 in Hardcover by Victor H. Peña, Tze Leung Lai, Qi-Man Shao may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
- Publisher
- Springer Berlin Heidelberg
- Authors
- Victor H. Peña, Tze Leung Lai, Qi-Man Shao
- Format
- Hardcover
- Published
- Jan 28, 2009
- ISBN-13
- 9783540856351
- Pages
- 275
- Printing
- Printed on demand
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| Copies | Price per copy | You save |
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| 25 – 49 | $123.19 | 12% off list |
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| 100+ | $120.39 | 14% off list |
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