Self-Normalized Processes
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Publication:3528116
DOI10.1007/978-3-540-85636-8zbMath1165.62071OpenAlexW2490169366MaRDI QIDQ3528116
Victor H. de la Peña, Qui-Man Shao, Tze Leung Lai
Publication date: 6 October 2008
Published in: Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-85636-8
weak convergenceStein's methodempirical processeslaw of the iterated logarithmlarge deviationsU-statisticsBerry-Esseen inequalitymoderate deviationsbootstrappingmartingale inequalitiesStudentized statisticsmethod of mixturesmoment and exponential inequalitiespseudo-maximizationsequential generalized likelihood ratio test
Linear inference, regression (62Jxx) Sequential statistical methods (62L99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic processes (60Gxx) Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx)
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