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Fat-tailed distributions. data, diagnostics and dependence / Volume 1 :
This title is written for the numerate nonspecialist, and hopes to serve three purposes. First it gathers mathematical material from diverse but related fields of order statistics, records, extreme value theory, majorization, regular variation and subexponentiality. All of these are relevant for und...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London, England ; Hoboken, New Jersey :
ISTE : Wiley,
2014.
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| Colección: | Mathematics and statistics series (ISTE)
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This title is written for the numerate nonspecialist, and hopes to serve three purposes. First it gathers mathematical material from diverse but related fields of order statistics, records, extreme value theory, majorization, regular variation and subexponentiality. All of these are relevant for understanding fat tails, but they are not, to our knowledge, brought together in a single source for the target readership. Proofs that give insight are included, but for most fussy calculations the reader is referred to the excellent sources referenced in the text. Multivariate extremes are not treat. |
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| Descripción Física: | 1 online resource (139 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781119054191 1119054192 1848217927 9781848217928 |