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008 | 150903s2009 gw | o |||| 0|eng d | ||
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_a9783540856368 _99783540856368 |
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024 | 7 |
_a10.1007/9783540856368 _2doi |
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039 | 9 |
_a201509030933 _bVLOAD _c201405060300 _dVLOAD _y201402171152 _zstaff |
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_aMX-SnUAN _bspa _cMX-SnUAN _erda |
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050 | 4 | _aQA273.A1-274.9 | |
100 | 1 |
_aPeña, Victor H. _eautor _9335461 |
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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. |
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300 |
_axiii, 275 páginas _brecurso en línea. |
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_atexto _btxt _2rdacontent |
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_acomputadora _bc _2rdamedia |
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_arecurso en línea _bcr _2rdacarrier |
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_aarchivo de texto _bPDF _2rda |
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490 | 0 |
_aProbability and its Applications, _x1431-7028 |
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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 |
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700 | 1 |
_aShao, Qi-Man. _eautor _9335462 |
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710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
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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) |
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