The fundamentals of heavy tails: properties, emergence, and estimation
Heavy tails -extreme events or values more common than expected -emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the...
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| Hauptverfasser: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2022
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| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
53 |
| Schlagworte: | |
| Online-Zugang: | BSB01 BTU01 FHN01 URL des Erstveröffentlichers |
| Zusammenfassung: | Heavy tails -extreme events or values more common than expected -emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 07 Apr 2022) |
| Beschreibung: | 1 Online-Ressource (xiv, 250 Seiten) |
| ISBN: | 9781009053730 |
| DOI: | 10.1017/9781009053730 |
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| spelling | Nair, Jayakrishnan ca. 20./21. Jh. (DE-588)1191764680 aut The fundamentals of heavy tails properties, emergence, and estimation Jayakrishnan Nair, Adam Wierman, Bert Zwart Cambridge Cambridge University Press 2022 1 Online-Ressource (xiv, 250 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge series on statistical and probabilistic mathematics 53 Title from publisher's bibliographic system (viewed on 07 Apr 2022) Heavy tails -extreme events or values more common than expected -emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package Distribution (Probability theory) / Mathematical models Pareto-Verteilung (DE-588)4632300-4 gnd rswk-swf Zentraler Grenzwertsatz (DE-588)4067618-3 gnd rswk-swf Heavy-tailed Verteilung (DE-588)4747317-4 gnd rswk-swf Extremwertstatistik (DE-588)4153429-3 gnd rswk-swf Skalierungsgesetz (DE-588)4205012-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Subexponentielle Verteilung (DE-588)4202696-9 gnd rswk-swf Fat-Tail-Verteilung (DE-588)4690926-6 gnd rswk-swf Heavy-tailed Verteilung (DE-588)4747317-4 s Fat-Tail-Verteilung (DE-588)4690926-6 s Pareto-Verteilung (DE-588)4632300-4 s Subexponentielle Verteilung (DE-588)4202696-9 s Skalierungsgesetz (DE-588)4205012-1 s Zentraler Grenzwertsatz (DE-588)4067618-3 s Parameterschätzung (DE-588)4044614-1 s Extremwertstatistik (DE-588)4153429-3 s DE-604 Wierman, Adam 1979- (DE-588)1261604865 aut Zwart, Bert 1974- (DE-588)171652959 aut Erscheint auch als Druck-Ausgabe 978-1-31-651173-2 https://doi.org/10.1017/9781009053730 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Nair, Jayakrishnan ca. 20./21. Jh Wierman, Adam 1979- Zwart, Bert 1974- The fundamentals of heavy tails properties, emergence, and estimation Distribution (Probability theory) / Mathematical models Pareto-Verteilung (DE-588)4632300-4 gnd Zentraler Grenzwertsatz (DE-588)4067618-3 gnd Heavy-tailed Verteilung (DE-588)4747317-4 gnd Extremwertstatistik (DE-588)4153429-3 gnd Skalierungsgesetz (DE-588)4205012-1 gnd Parameterschätzung (DE-588)4044614-1 gnd Subexponentielle Verteilung (DE-588)4202696-9 gnd Fat-Tail-Verteilung (DE-588)4690926-6 gnd |
| subject_GND | (DE-588)4632300-4 (DE-588)4067618-3 (DE-588)4747317-4 (DE-588)4153429-3 (DE-588)4205012-1 (DE-588)4044614-1 (DE-588)4202696-9 (DE-588)4690926-6 |
| title | The fundamentals of heavy tails properties, emergence, and estimation |
| title_auth | The fundamentals of heavy tails properties, emergence, and estimation |
| title_exact_search | The fundamentals of heavy tails properties, emergence, and estimation |
| title_exact_search_txtP | The fundamentals of heavy tails properties, emergence, and estimation |
| title_full | The fundamentals of heavy tails properties, emergence, and estimation Jayakrishnan Nair, Adam Wierman, Bert Zwart |
| title_fullStr | The fundamentals of heavy tails properties, emergence, and estimation Jayakrishnan Nair, Adam Wierman, Bert Zwart |
| title_full_unstemmed | The fundamentals of heavy tails properties, emergence, and estimation Jayakrishnan Nair, Adam Wierman, Bert Zwart |
| title_short | The fundamentals of heavy tails |
| title_sort | the fundamentals of heavy tails properties emergence and estimation |
| title_sub | properties, emergence, and estimation |
| topic | Distribution (Probability theory) / Mathematical models Pareto-Verteilung (DE-588)4632300-4 gnd Zentraler Grenzwertsatz (DE-588)4067618-3 gnd Heavy-tailed Verteilung (DE-588)4747317-4 gnd Extremwertstatistik (DE-588)4153429-3 gnd Skalierungsgesetz (DE-588)4205012-1 gnd Parameterschätzung (DE-588)4044614-1 gnd Subexponentielle Verteilung (DE-588)4202696-9 gnd Fat-Tail-Verteilung (DE-588)4690926-6 gnd |
| topic_facet | Distribution (Probability theory) / Mathematical models Pareto-Verteilung Zentraler Grenzwertsatz Heavy-tailed Verteilung Extremwertstatistik Skalierungsgesetz Parameterschätzung Subexponentielle Verteilung Fat-Tail-Verteilung |
| url | https://doi.org/10.1017/9781009053730 |
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