| 书目名称 | Self-Normalized Processes |
| 副标题 | Limit Theory and Sta |
| 编辑 | Victor H. Peña,Tze Leung Lai,Qi-Man Shao |
| 视频video | http://file.papertrans.cn/865/864487/864487.mp4 |
| 概述 | First book that systematically treats the theory and applications of Self-Normalization.Fills a current void in PhD level courses in probability and statistics offered by major Statistics departments. |
| 丛书名称 | Probability and Its Applications |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2009 |
| 关键词 | Bootstrapping; Likelihood; Random variable; bootstrap; calculus; large and moderate deviations; law of the |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-85636-8 |
| isbn_softcover | 978-3-642-09926-7 |
| isbn_ebook | 978-3-540-85636-8Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer-Verlag Berlin Heidelberg 2009 |