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Resnick

Heavy-Tail Phenomena

Probabilistic and Statistical Modeling

Medium: Buch
ISBN: 978-0-387-24272-9
Verlag: Springer
Erscheinungstermin: 01.12.2006
Lieferfrist: bis zu 10 Tage

Unique text devoted to heavy-tails

The treatment of heavy tails is largely dimensionless

The text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not both

The book emphasizes the broad applicability of heavy-tails to the fields of finance (e.g., value-at- risk), data networks, insurance

The presentation is clear, efficient and coherent and, balances theory and data analysis to show the applicability and limitations of certain methods

Several chapters examine in detail the mathematical properties of the methodologies as well as their implementation in the Splus or R statistical languages

The exposition is driven by numerous examples and exercises


Produkteigenschaften


  • Artikelnummer: 9780387242729
  • Medium: Buch
  • ISBN: 978-0-387-24272-9
  • Verlag: Springer
  • Erscheinungstermin: 01.12.2006
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2006
  • Serie: Springer Series in Operations Research and Financial Engineering
  • Produktform: Gebunden, HC runder Rücken kaschiert
  • Gewicht: 924 g
  • Seiten: 404
  • Format (B x H x T): 183 x 241 x 28 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Crash Courses.- Crash Course I: Regular Variation.- Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis.- Statistics.- Dipping a Toe in the Statistical Water.- Probability.- The Poisson Process.- Multivariate Regular Variation and the Poisson Transform.- Weak Convergence and the Poisson Process.- Applied Probability Models and Heavy Tails.- More Statistics.- Additional Statistics Topics.- Appendices.- Notation and Conventions.- Software.