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...
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...
