Artículos relacionados a Inference for Heavy-Tailed Data: Applications in Insurance...

Inference for Heavy-Tailed Data: Applications in Insurance and Finance - Tapa blanda

Peng, Liang; Qi, Yongcheng

 
9780128046760: Inference for Heavy-Tailed Data: Applications in Insurance and Finance
Tapa blanda
ISBN 10: 0128046767 ISBN 13: 9780128046760
Editorial: Academic Press Inc, 2017

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca de los autores

Dr Liang Peng is based at the Department of Risk Management and Insurance at Robinson College of Business, Georgia State University, USA

Dr Yongcheng Qi is based at the Department of Mathematics and Statistics at the University of Minnesota, USA.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Academic Press Inc
Año de publicación
2017
Idioma
Inglés
ISBN 10 
0128046767
ISBN 13 
9780128046760
Encuadernación
Tapa blanda
Número de páginas
180
Contacto del fabricante
Academic Press
https://shop.elsevier.com/

230 PARK AVENUE, SUITE 800
NY
NY
10169
Estados Unidos de America
Persona responsable
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Alemania