Self-Normalized Processes: Limit Theory and Statistical Applications

by Tze Leung Lai, Victor H. De La Peaa, Victor H. Peña

Independent 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.- Cram?r-Type Moderate Deviations for Self-Normalized Sums.- Self-Normalized Empirical Processes and U-Statistics.- Martingales and Dependent Random Vectors.-...

• Format: Hardcover
• Language: English
• ISBN: 3540856358
• ISBN13: 9783540856351
• Release Date: January 2009
• Publisher: Springer
• Length: 275 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.8" x 6.4" x 9.4"