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Science/Engineering Self-Normalized Processes
Posted on 2010-03-16
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More Victor H. de la Peña, Tze Leung Lai, Qi-Man Shao,"Self-Normalized Processes" 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 processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference.
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