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...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| الطبعة: | 1st ed. 2009. |
| سلاسل: | Probability and Its Applications
|
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
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 |
| LEADER | 05074nam a22004937a 4500 | ||
|---|---|---|---|
| 001 | 941190 | ||
| 008 | 090420q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN132868253 | ||
| 020 | |a 9783540856368 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 084 | |a 60F10. 2000 | ||
| 084 | |a 60F15. 2000 | ||
| 084 | |a 60G50. 2000 | ||
| 084 | |a 62E20. 2000 | ||
| 100 | 1 | |a De la Peña, Victor H., |d 1959- | |
| 245 | 1 | 0 | |a Self-normalized processes : |b limit theory and statistical applications |c by Victor H. Peña, Tze Leung Lai, Qi-Man Shao. |
| 250 | |a 1st ed. 2009. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Probability and Its Applications | |
| 500 | |a Description d'après consultation du 30 mars 2012 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 700 | 1 | |a Lai, Tze Leung, |d 19..- |4 aut | |
| 700 | 1 | |a Shao, Qi-Man, |d 1962-...., |c mathématicien. |4 aut | |
| 776 | 0 | |0 134391969 |t Self-normalized processes |o limit theory and statistical applications |f Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao |d 2009 |c Berlin |n Springer |p 1 vol. (XIII-275 p.) |s Probability and its applications |z 978-3-540-85635-1 | |
| 776 | 0 | |t Self-Normalized Processes |b Texte imprimé |z 9783642099267 | |
| 776 | 0 | |t Self-Normalized Processes |b Texte imprimé |z 9783540856764 | |
| 776 | 0 | |0 134391969 |t Self-normalized processes |o limit theory and statistical applications |f Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao |d 2009 |c Berlin |n Springer |p 1 vol. (XIII-275 p.) |s Probability and its applications |z 978-3-540-85635-1 | |
| 776 | 0 | |t Self-Normalized Processes |b Texte imprimé |z 9783642099267 | |
| 776 | 0 | |t Self-Normalized Processes |b Texte imprimé |z 9783540856764 | |
| 776 | 0 | |0 134391969 |t Self-normalized processes |o limit theory and statistical applications |f Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao |d 2009 |c Berlin |n Springer |p 1 vol. (XIII-275 p.) |s Probability and its applications |z 978-3-540-85635-1 | |
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| 997 | |0 941190 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||