Self-Normalized Processes Limit Theory and Statistical Applications
Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these p
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Editors: J. Gani, C.C. Heyde, P. Jagers, T.G. Kurtz
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~ . Tze Leung Lai . Qi-Man Shao Victor H. de la Pena
Self-Normalized Processes Limit Theory and Statistical Applications
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~ Victor H. de la Pena
Tze Leung Lai
Department of Statistics Columbia University Mail Code 4403 New York, NY 10027 USA [email protected]
Department of Statistics Sequoia Hall, 390 Serra Mall Stanford University Stanford, CA 94305-4065 USA [email protected]
Qi-Man Shao Department of Mathematics Hong Kong University of Science and Technology Clear Water Bay Kowloon, Hong Kong , People s Republic of China [email protected]
Series Editors: Joe Gani Chris Heyde
Thomas G. Kurtz
Centre for Mathematics and its Applications Mathematical Sciences Institute Australian National University Canberra, ACT 0200 Australia [email protected]
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