Self-Normalized Processes

Self-Normalized Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 273
Release :
ISBN-13 : 9783540856368
ISBN-10 : 3540856366
Rating : 4/5 (66 Downloads)

Book Synopsis Self-Normalized Processes by : Victor H. Peña

Download or read book Self-Normalized Processes written by Victor H. Peña and published by Springer Science & Business Media. This book was released on 2008-12-25 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Self-Normalized Processes Related Books

Self-Normalized Processes
Language: en
Pages: 273
Authors: Victor H. Peña
Categories: Mathematics
Type: BOOK - Published: 2008-12-25 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908
Asymptotic Laws and Methods in Stochastics
Language: en
Pages: 401
Authors: Donald Dawson
Categories: Mathematics
Type: BOOK - Published: 2015-11-12 - Publisher: Springer

DOWNLOAD EBOOK

This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ott
Probability, Finance And Insurance, Proceedings Of A Workshop
Language: en
Pages: 253
Authors: Siu Pang Yung
Categories: Mathematics
Type: BOOK - Published: 2004-06-28 - Publisher: World Scientific

DOWNLOAD EBOOK

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China,
Probability, Finance and Insurance
Language: en
Pages: 253
Authors: T. L. Lai
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: World Scientific

DOWNLOAD EBOOK

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China,
Concentration Inequalities for Sums and Martingales
Language: en
Pages: 131
Authors: Bernard Bercu
Categories: Mathematics
Type: BOOK - Published: 2015-09-29 - Publisher: Springer

DOWNLOAD EBOOK

The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and f