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Extreme value methods with applications to finance /
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statistician...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
CRC Press,
©2012.
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| Colección: | Monographs on statistics and applied probability (Series) ;
122. |
| Temas: | |
| Acceso en línea: | Texto completo |
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