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1 online resource |
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text txt rdacontent |
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computer c rdamedia |
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online resource cr rdacarrier |
| Note |
Print version record. |
| Contents |
Front Cover; Inequalities and Extremal Problems in Probability and Statistics: Selected Topics; Copyright; Contents; Preface; Chapter 1: Method of Moments and Sharp Inequalities for Martingales; 1.1 Introduction; 1.2 An Inequality for the Martingale Difference Sequence; 1.3 An Inequality for the Martingale Square Function; 1.4 A Prophet Inequality for L2-Bounded Martingales; 1.5 Moment Inequality for Martingale Square Function; 1.6 An Inequality for Martingale Transforms; References; Chapter 2: Optimal Stopping Problems of Nonintegral Type; 2.1 Introduction. |
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4.3.2 Possible Improvements of Nagaev's Method4.4 A New Way to Obtain Nonuniform BE Bounds; A quick proof of Nagaev's nonuniform BE bound (4.3.1); 4.5 Constructions of the Smoothing Filter M; 4.6 Another Construction of Smoothing Inequalities for Nonuniform BE Bounds; A quicker proof of Nagaev's nonuniform BE bound (4.3.1); References; Chapter 5: On the Berry-Esseen Bound for the Student Statistic; 5.1 Summary and Discussion; 5.2 Proofs; References; Chapter 6: Sharp Probability Inequalities for Random Polynomials, Generalized Sample Cross-Moments, and Studentized Processe; 6.1 Introduction. |
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6.2 Sharp Probability Inequalities for Sums of Independent R.V.'s and Their Self-Normalized Analogs6.3 Main Inequalities; 6.3.1 Inequalities for Random Polynomials, Generalized Sample Cross-Moments, and Their Self-Normalized and Studentized Ver ... ; 6.3.2 Extensions of the Results in Sections 6.2 and 6.3.1 to the Case of Dependent R.V.'s ThroughMeasures of Dependence; 6.3.3 Sharp Moment Inequalities for Random Polynomials, Sample Cross-Moments, and Their Applications; 6.4 Applications in Hypothesis Testing; 6.4.1 Permutation Tests Against Serial Correlationand Tests for Independence. |
| Bibliography |
Includes bibliographical references. |
| Subject |
Inequalities (Mathematics)
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Extremal problems (Mathematics)
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Probabilities.
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Mathematical statistics.
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Inégalités (Mathématiques)
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Problèmes extrémaux (Mathématiques)
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Probabilités.
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probability.
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MATHEMATICS -- Calculus.
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MATHEMATICS -- Mathematical Analysis.
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Extremal problems (Mathematics)
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Inequalities (Mathematics)
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Mathematical statistics
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Probabilities
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| Added Author |
Pinelis, Iosif, editor author.
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De la Peña, Víctor, contributor.
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Ibragimov, Rustam, contributor.
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Oskowski, Adam, contributor.
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Shevtsova, Irina, contributor.
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| Other Form: |
Print version: Inequalities and extremal problems in probability and statistics. London, United Kingdom : Academic Press is an imprint of Elsevier, 2017 012809818X 9780128098189 (OCoLC)962889248 |
| ISBN |
9780128098929 (electronic bk.) |
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0128098929 (electronic bk.) |
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9780128098189 |
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012809818X |
| Standard No. |
AU@ 000060745848 |
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CHNEW 000965924 |
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AU@ 000061011191 |
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CHVBK 49979172X |
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CHBIS 011069779 |
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