1949:-
Uppskattad leveranstid 7-12 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
Andra format:
- Inbunden 1949:-
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.
- Format: Pocket/Paperback
- ISBN: 9783642099267
- Språk: Engelska
- Antal sidor: 275
- Utgivningsdatum: 2010-11-30
- Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K