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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.

Status

  • Workflow Status:Published
  • Created By:Anita Race
  • Created:10/12/2009
  • Modified By:Fletcher Moore
  • Modified:10/07/2016

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