Self-Normalized Processes
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Publication:3528116
DOI10.1007/978-3-540-85636-8zbMath1165.62071MaRDI 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 convergence; Stein's method; empirical processes; law of the iterated logarithm; large deviations; U-statistics; Berry-Esseen inequality; moderate deviations; bootstrapping; martingale inequalities; Studentized statistics; method of mixtures; moment and exponential inequalities; pseudo-maximization; sequential generalized likelihood ratio test
62Jxx: Linear inference, regression
62L99: Sequential statistical methods
62-02: Research exposition (monographs, survey articles) pertaining to statistics
62M99: Inference from stochastic processes
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
60Gxx: Stochastic processes
62Gxx: Nonparametric inference
60Fxx: Limit theorems in probability theory
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