inference for heavy tailed data analysis

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Inference for Heavy Tailed Data
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Publisher : Academic Press
Release Date :
ISBN 10 : 012804750X
Pages : 180 pages
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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. 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

Inference for Heavy Tailed Data

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

GET BOOK!
The Multivariate Student T Model in Robust Inference and Data Analysis

Download or read online The Multivariate Student T Model in Robust Inference and Data Analysis written by Trevor S. Breusch,John C. Robertson,A. H. Welsh, published by Unknown which was released on 1993. Get The Multivariate Student T Model in Robust Inference and Data Analysis Books now! Available in PDF,

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Heavy Tail Phenomena

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability,

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Nonparametric Analysis of Univariate Heavy Tailed Data

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

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A Practical Guide to Heavy Tails

This volume contains a unique collection of mathematical essays that resent a battery of techniques and approaches for the statistical analysis of heavy tailed distributions and processes. The articles cover a number of applications of heavy tailed modeling, running the gamut from insurance and finance, to telecommunications and the World

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Dissertation Abstracts International

Download or read online Dissertation Abstracts International written by Anonim, published by Unknown which was released on 2009. Get Dissertation Abstracts International Books now! Available in PDF, ePub and Kindle.

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Heavy Tailed Distributions and Robustness in Economics and Finance

This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in

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Heavy Tail Phenomena

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking insurance losses, financial returns, sizes of files stored on

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Statistical Analysis of Financial Data

Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software

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Semiparametric Inference for Independent Component Analysis

Download or read online Semiparametric Inference for Independent Component Analysis written by Aiyou Chen, published by Unknown which was released on 2004. Get Semiparametric Inference for Independent Component Analysis Books now! Available in PDF, ePub and Kindle.

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Robust Bayesian Analysis of Heavy tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions

Download or read online Robust Bayesian Analysis of Heavy tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions written by C. A. Abanto-Valle, published by Unknown which was released on 2008. Get Robust Bayesian Analysis of Heavy tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions Books now! Available

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Statistical Theory and Method Abstracts

Download or read online Statistical Theory and Method Abstracts written by Anonim, published by Unknown which was released on 2001. Get Statistical Theory and Method Abstracts Books now! Available in PDF, ePub and Kindle.

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Nonparametric Statistics

This volume collects selected, peer-reviewed contributions from the 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Cádiz (Spain) between June 11–16 2014, and sponsored by the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics

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A Handbook for Data Analysis in the Behaviorial Sciences

Statistical methodology is often conceived by social scientists in a technical manner; they use it for support rather than for illumination. This two-volume set attempts to provide some partial remedy to the problems that have led to this state of affairs. Both traditional issues, such as analysis of variance and

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Activity Report

Download or read online Activity Report written by Tōkei Sūri Kenkyūjo (Japan), published by Unknown which was released on 2007. Get Activity Report Books now! Available in PDF, ePub and Kindle.

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