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008 150903s2009 gw | o |||| 0|eng d
020 _a9783540856368
_99783540856368
024 7 _a10.1007/9783540856368
_2doi
035 _avtls000352090
039 9 _a201509030933
_bVLOAD
_c201405060300
_dVLOAD
_y201402171152
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aPeña, Victor H.
_eautor
_9335461
245 1 0 _aSelf-Normalized Processes :
_bLimit Theory and Statistical Applications /
_cby Victor H. Peña, Tze Leung Lai, Qi-Man Shao.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2009.
300 _axiii, 275 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aProbability and its Applications,
_x1431-7028
500 _aSpringer eBooks
505 0 _aIndependent Random Variables -- Classical Limit Theorems, Inequalities and Other Tools -- Self-Normalized Large Deviations -- Weak Convergence of Self-Normalized Sums -- Stein's Method and Self-Normalized Berry–Esseen Inequality -- Self-Normalized Moderate Deviations and Laws of the Iterated Logarithm -- Cramér-Type Moderate Deviations for Self-Normalized Sums -- Self-Normalized Empirical Processes and U-Statistics -- Martingales and Dependent Random Vectors -- Martingale Inequalities and Related Tools -- A General Framework for Self-Normalization -- Pseudo-Maximization via Method of Mixtures -- Moment and Exponential Inequalities for Self-Normalized Processes -- Laws of the Iterated Logarithm for Self-Normalized Processes -- Multivariate Self-Normalized Processes with Matrix Normalization -- Statistical Applications -- The t-Statistic and Studentized Statistics -- Self-Normalization for Approximate Pivots in Bootstrapping -- Pseudo-Maximization in Likelihood and Bayesian Inference -- Sequential Analysis and Boundary Crossing Probabilities for Self-Normalized Statistics.
520 _aSelf-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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aLai, Tze Leung.
_eautor
_9303667
700 1 _aShao, Qi-Man.
_eautor
_9335462
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540856351
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-85636-8
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c298852
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