The Resource Selfnormalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, QiMan Shao
Selfnormalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, QiMan Shao
Resource Information
The item Selfnormalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, QiMan Shao represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Selfnormalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, QiMan Shao represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 Selfnormalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's tstatistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly nonlinear 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 selfnormalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that selfnormalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including selfnormalized large and moderate deviations, and laws of the iterated logarithms for selfnormalized martingales. This is the first book that systematically treats the theory and applications of selfnormalization
 Language
 eng
 Extent
 1 online resource.
 Contents

 Independent Random Variables
 Classical Limit Theorems, Inequalities and Other Tools
 SelfNormalized Large Deviations
 Weak Convergence of SelfNormalized Sums
 Stein's Method and SelfNormalized BerryEsseen Inequality
 SelfNormalized Moderate Deviations and Laws of the Iterated Logarithm
 CramérType Moderate Deviations for SelfNormalized Sums
 SelfNormalized Empirical Processes and UStatistics
 Martingales and Dependent Random Vectors
 Martingale Inequalities and Related Tools
 A General Framework for SelfNormalization
 PseudoMaximization via Method of Mixtures
 Moment and Exponential Inequalities for SelfNormalized Processes
 Laws of the Iterated Logarithm for SelfNormalized Processes
 Multivariate SelfNormalized Processes with Matrix Normalization
 Statistical Applications
 The tStatistic and Studentized Statistics
 SelfNormalization for Approximate Pivots in Bootstrapping
 PseudoMaximization in Likelihood and Bayesian Inference
 Sequential Analysis and Boundary Crossing Probabilities for SelfNormalized Statistics
 Isbn
 9783540856368
 Label
 Selfnormalized processes : limit theory and statistical applications
 Title
 Selfnormalized processes
 Title remainder
 limit theory and statistical applications
 Statement of responsibility
 Victor H. de la Peña, Tze Leung Lai, QiMan Shao
 Language
 eng
 Summary
 Selfnormalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's tstatistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly nonlinear 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 selfnormalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that selfnormalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including selfnormalized large and moderate deviations, and laws of the iterated logarithms for selfnormalized martingales. This is the first book that systematically treats the theory and applications of selfnormalization
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorName
 De la Peña, Víctor
 Dewey number
 519.2
 Index
 index present
 LC call number
 QA273.15
 LC item number
 .P46 2009eb
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 NLM call number
 Online Book
 http://library.link/vocab/relatedWorkOrContributorName

 Lai, T. L
 Shao, QiMan
 Series statement
 Probability and its applications
 http://library.link/vocab/subjectName

 Probabilities
 Probability measures
 Probability
 MATHEMATICS
 Probabilities
 Probability measures
 Label
 Selfnormalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, QiMan Shao
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Independent Random Variables  Classical Limit Theorems, Inequalities and Other Tools  SelfNormalized Large Deviations  Weak Convergence of SelfNormalized Sums  Stein's Method and SelfNormalized BerryEsseen Inequality  SelfNormalized Moderate Deviations and Laws of the Iterated Logarithm  CramérType Moderate Deviations for SelfNormalized Sums  SelfNormalized Empirical Processes and UStatistics  Martingales and Dependent Random Vectors  Martingale Inequalities and Related Tools  A General Framework for SelfNormalization  PseudoMaximization via Method of Mixtures  Moment and Exponential Inequalities for SelfNormalized Processes  Laws of the Iterated Logarithm for SelfNormalized Processes  Multivariate SelfNormalized Processes with Matrix Normalization  Statistical Applications  The tStatistic and Studentized Statistics  SelfNormalization for Approximate Pivots in Bootstrapping  PseudoMaximization in Likelihood and Bayesian Inference  Sequential Analysis and Boundary Crossing Probabilities for SelfNormalized Statistics
 Control code
 314183522
 Dimensions
 unknown
 Extent
 1 online resource.
 Form of item
 online
 Isbn
 9783540856368
 Lccn
 2008938080
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 http://library.link/vocab/ext/overdrive/overdriveId
 9783540856351
 Specific material designation
 remote
 System control number
 (OCoLC)314183522
 Label
 Selfnormalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, QiMan Shao
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Independent Random Variables  Classical Limit Theorems, Inequalities and Other Tools  SelfNormalized Large Deviations  Weak Convergence of SelfNormalized Sums  Stein's Method and SelfNormalized BerryEsseen Inequality  SelfNormalized Moderate Deviations and Laws of the Iterated Logarithm  CramérType Moderate Deviations for SelfNormalized Sums  SelfNormalized Empirical Processes and UStatistics  Martingales and Dependent Random Vectors  Martingale Inequalities and Related Tools  A General Framework for SelfNormalization  PseudoMaximization via Method of Mixtures  Moment and Exponential Inequalities for SelfNormalized Processes  Laws of the Iterated Logarithm for SelfNormalized Processes  Multivariate SelfNormalized Processes with Matrix Normalization  Statistical Applications  The tStatistic and Studentized Statistics  SelfNormalization for Approximate Pivots in Bootstrapping  PseudoMaximization in Likelihood and Bayesian Inference  Sequential Analysis and Boundary Crossing Probabilities for SelfNormalized Statistics
 Control code
 314183522
 Dimensions
 unknown
 Extent
 1 online resource.
 Form of item
 online
 Isbn
 9783540856368
 Lccn
 2008938080
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 http://library.link/vocab/ext/overdrive/overdriveId
 9783540856351
 Specific material designation
 remote
 System control number
 (OCoLC)314183522
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