By Victor H. Peña,Tze Leung Lai,Qi-Man Shao

Self-normalized approaches are of universal incidence in probabilistic and statistical reviews. A prototypical instance is Student's t-statistic brought in 1908 via Gosset, whose portrait is at the entrance disguise. end result of the hugely non-linear nature of those methods, the idea skilled a protracted interval of sluggish improvement. lately there were a few vital advances within the idea and purposes of self-normalized methods. a few of these advancements are heavily associated with the examine of significant restrict theorems, which suggest that self-normalized methods are approximate pivots for statistical inference.
The current quantity covers fresh advancements within the zone, together with self-normalized huge and reasonable deviations, and legislation of the iterated logarithms for self-normalized martingales. this is often the 1st e-book that systematically treats the speculation and functions of self-normalization.

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Self-Normalized Processes (Probability and Its Applications) by Victor H. Peña,Tze Leung Lai,Qi-Man Shao


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