Self Normalized Processes is popular PDF and ePub book, written by Victor H. Peña in 2008-12-25, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Self Normalized Processes can be Read Online from any device for your convenience.

Self Normalized Processes Book PDF Summary

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.

Detail Book of Self Normalized Processes PDF

Self Normalized Processes
  • Author : Victor H. Peña
  • Release : 25 December 2008
  • Publisher : Springer Science & Business Media
  • ISBN : 9783540856368
  • Genre : Mathematics
  • Total Page : 273 pages
  • Language : English
  • PDF File Size : 14,5 Mb

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