Nonparametric analysis of univariate heavy-tailed data research and practice:
Saved in:
Bibliographic Details
Main Author: Markovich, Natalia (Author)
Format: Electronic eBook
Language:English
Published: Chichester, West Sussex, Eng. John Wiley ©2007
Series:Wiley Series in Probability and Statistics
Subjects:
Online Access:FRO01
UBG01
Volltext
Item Description:Includes bibliographical references and index
Heavy-tailed distributions are typical for phenomena in complex multi-component systems such as biometry, economics, ecological systems, sociology, web access statistics, internet traffic, biblio-metrics, finance and business. The analysis of such distributions requires special methods of estimation due to their specific features. These are not only the slow decay to zero of the tail, but also the violation of Cramer's condition, possible non-existence of some moments, and sparse observations in the tail of the distribution. The book focuses on the methods of statistical analysis of heavy-tail
Physical Description:1 Online-Ressource (342 pages)
ISBN:9780470723609
0470723602
9780470723593
0470723599

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text