Self-Normalized Processes 2024 pdf epub mobi 电子书

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发表于2024-11-07

Self-Normalized Processes 2024 pdf epub mobi 电子书

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出版者:

作者:Shao, Qi-Man

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页数:275

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价格:$ 101.64

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isbn号码:9783540856351

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Self-Normalized Processes 2024 pdf epub mobi 电子书图书描述

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.

Self-Normalized Processes 2024 pdf epub mobi 电子书

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