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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

• Full title: Self-Normalized Processes
• Subtitle: Limit Theory and Applications
• Author: Victor H. de la Pe, Tze Leung Lai, hao Qi-Man
• Language: English
• Binding: Hardback
• Number of pages: 275
• EAN: 9783540856351
• ISBN: 3540856358
• ID: 02108119
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 618 g
• Dimensions: 165 × 241 × 23 mm
• Date of publishing: 01. October 2008

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