Coverart for item
The Resource Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao

Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao

Label
Self-normalized processes : limit theory and statistical applications
Title
Self-normalized processes
Title remainder
limit theory and statistical applications
Statement of responsibility
Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao
Creator
Contributor
Subject
Language
eng
Summary
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
Member of
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, Qi-Man
Series statement
Probability and its applications
http://library.link/vocab/subjectName
  • Probabilities
  • Probability measures
  • Probability
  • MATHEMATICS
  • Probabilities
  • Probability measures
Label
Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao
Instantiates
Publication
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 -- 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
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
978-3-540-85635-1
Specific material designation
remote
System control number
(OCoLC)314183522
Label
Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao
Publication
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 -- 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
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
978-3-540-85635-1
Specific material designation
remote
System control number
(OCoLC)314183522

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