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Self-Normalized Processes
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TITLE: Self-Normalized Processes
SPEAKER: Professor Victor de la Pena
ABSTRACT:
Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover self-normalization often eliminates or weakens moment assumptions. In this talk, I will present several exponential and moment inequalities for self-normalized processes as well as their connection to maximum likelihood estimators.
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- Workflow status: Published
- Created by: Anita Race
- Created: 10/12/2009
- Modified By: Fletcher Moore
- Modified: 10/07/2016
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