Download e-book for iPad: Self-Normalized Processes (Probability and Its Applications) by Victor H. Peña,Tze Leung Lai,Qi-Man Shao

By Victor H. Peña,Tze Leung Lai,Qi-Man Shao

Self-normalized tactics are of universal prevalence in probabilistic and statistical reports. A prototypical instance is Student's t-statistic brought in 1908 via Gosset, whose portrait is at the entrance conceal. as a result hugely non-linear nature of those approaches, the idea skilled a protracted interval of gradual improvement. lately there were a couple of very important advances within the conception and functions of self-normalized approaches. a few of these advancements are heavily associated with the learn of vital restrict theorems, which suggest that self-normalized techniques are approximate pivots for statistical inference.
The current quantity covers contemporary advancements within the zone, together with self-normalized huge and reasonable deviations, and legislation of the iterated logarithms for self-normalized martingales. this can be the 1st e-book that systematically treats the idea and purposes of self-normalization.

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Self-Normalized Processes (Probability and Its Applications) by Victor H. Peña,Tze Leung Lai,Qi-Man Shao

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