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Self-Normalized Processes by Victor H. Pe, Paperback | Indigo Chapters
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Self-Normalized Processes by Victor H. Pe, Paperback | Indigo Chapters
From Victor H. Pe
Current price: $204.50
Coles
Self-Normalized Processes by Victor H. Pe, Paperback | Indigo Chapters
From Victor H. Pe
Current price: $204.50
Loading Inventory...
Size: 1 x 9.25 x 1
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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. | Self-Normalized Processes by Victor H. Pe, Paperback | Indigo Chapters