Isbn: 9783642099267 - self-normalized processes: limit theory and statistical applications (probability and its applications) (4 Ergebnisse)

Zustand: New. In.

Taschenbuch. Zustand: Neu. Self-Normalized Processes | Limit Theory and Statistical Applications | Victor H. Peña (u. a.) | Taschenbuch | Probability and Its Applications | xiv | Englisch | 2010 | Springer | EAN 9783642099267 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Paperback. Zustand: Brand New. 288 pages. 9.00x6.00x0.66 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…