Self-normalized processes : limit theory and statistical applications
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...
Đã lưu trong:
| Những tác giả chính: | , , |
|---|---|
| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Phiên bản: | 1st ed. 2009. |
| Loạt: | Probability and Its Applications
|
| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Self-normalized processes, limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao, 2009, Berlin, Springer, 1 vol. (XIII-275 p.), Probability and its applications, 978-3-540-85635-1 • Self-Normalized Processes, Texte imprimé, 9783642099267 • Self-Normalized Processes, Texte imprimé, 9783540856764 • Self-normalized processes, limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao, 2009, Berlin, Springer, 1 vol. (XIII-275 p.), Probability and its applications, 978-3-540-85635-1 • Self-Normalized Processes, Texte imprimé, 9783642099267 • Self-Normalized Processes, Texte imprimé, 9783540856764 • Self-normalized processes, limit theory and statistical applications, Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao, 2009, Berlin, Springer, 1 vol. (XIII-275 p.), Probability and its applications, 978-3-540-85635-1 |
| Tóm tắt: | 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 |
|---|---|
| Mô tả sách: | Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Thư mục: | Bibliogr. Index |
| số ISBN: | 9783540856368 |
| Truy cập: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |