Self-Normalized Processes: Limit Theory and Statistical Applications - Couverture rigide

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

 
9783540856351: Self-Normalized Processes: Limit Theory and Statistical Applications

Synopsis

This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Victor H. de la Peña is Fellow of Institute of Mathematical Statistics and a Medallion Lecturer for IMS in 2007.

Tze Leung LAI: Distinguished Lecture Series in Statistical Science from Academia Sinica (2001), Starr Lectures in Financial Mathematics from the University of Hong Kong (2001), Center for Advanced Study in the Behavioral Sciences Fellowship (1999-2000), Richard Anderson Lecture in Statistics from University of Kentucky (1999), Election to Academia Sinica (1994), Committee of Presidents of Statistical Societies Award (1983), John Simon Guggenheim Fellowship (1983-84).

Qi-Man SHAO is Associate Editor of 5 top journals and co-author of: Chen, M. H., Shao, Q. M. and Ibrahim, J.G. (2000), Monte Carlo Methods In Bayesian Computation . Springer Series in Statistics, Springer-Verlag, New York. ISBN 0-387-98935-8

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783642099267: Self-Normalized Processes: Limit Theory and Statistical Applications

Edition présentée

ISBN 10 :  3642099262 ISBN 13 :  9783642099267
Editeur : Springer, 2010
Couverture souple