9780128046760 - Inference for Heavy-tailed Data: Applications in Insurance and Finance di Peng, Liang; Qi, Yongcheng (6 risultati)

Paperback. Condizione: Brand New. 174 pages. 8.75x6.00x0.50 inches. In Stock.

Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.

Taschenbuch. Condizione: Neu. Inference for Heavy-Tailed Data | Applications in Insurance and Finance | Liang Peng (u. a.) | Taschenbuch | Englisch | 2017 | Elsevier Science | EAN 9780128046760 | Verantwortliche Person für die EU: Zeitfracht Medien GmbH, Ferdinand-Jühlke-Str. 7, 99095 Erfurt, produktsicherheit[at]zeitfracht[dot]de | Anbieter: preigu.

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Heavy tailed data appears frequently in social science, internet traffic, insurance and finance. Statistical inference has been studied for many years, which includes recent bias-reduction estimation for tail index and high quantiles with applications in risk management, empirical likelihood based interval estimation for tail index and high quantiles, hypothesis tests for heavy tails, the choice of sample fraction in tail index and high quantile inference. These results for independent data, dependent data, linear time series and nonlinear time series are scattered in different statistics journals. Inference for Heavy-Tailed Data Analysis puts these methods into a single place with a clear picture on learning and using these techniques. 180 pp. Englisch.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Heavy tailed data appears frequently in social science, internet traffic, insurance and finance. Statistical inference has been studied for many years, which includes recent bias-reduction estimation for tail index and high quantiles with applications in risk management, empirical likelihood based interval estimation for tail index and high quantiles, hypothesis tests for heavy tails, the choice of sample fraction in tail index and high quantile inference. These results for independent data, dependent data, linear time series and nonlinear time series are scattered in different statistics journals. Inference for Heavy-Tailed Data Analysis puts these methods into a single place with a clear picture on learning and using these techniques.