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
Resource Information
The item Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man 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 Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man 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
- 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
- Language
- eng
- Extent
- 1 online resource.
- 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
- Isbn
- 9783540856351
- 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
- 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
- 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
- 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
- 9783540856351
- 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
- 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
- 9783540856351
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Self-normalized-processes--limit-theory-and/_AMl_bW6cXQ/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Self-normalized-processes--limit-theory-and/_AMl_bW6cXQ/">Self-normalized processes : limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
