Inference for Heavy-Tailed Data : Applications in Insurance and Finance
Language: English
Published by Elsevier Science, 2017
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 98.16
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Add to basketItem description from seller
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.
Seller Inventory # 9780128046760
- Title
- Inference for Heavy-Tailed Data : Applications in Insurance and Finance
- Author
- Yongcheng Qi
- Publisher
- Elsevier Science
- Publication year
- 2017
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 0128046767
- ISBN 13
- 9780128046760
- Item weight
- 249 grams
- Dimensions
- 229x148x10 mm
- Contains comprehensive coverage of new techniques of heavy tailed data analysis
- Provides examples of heavy tailed data and its uses
- Brings together, in a single place, a clear picture on learning and using these techniques
"Synopsis" may belong to another edition of this title.
About the Author
Dr Yongcheng Qi is based at the Department of Mathematics and Statistics at the University of Minnesota, USA.
"About the title" may belong to another edition of this title.
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