Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Inference for Heavy-Tailed Data: Applications in Insurance and Finance

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

Peng, Liang
Qi, Yongcheng

Paperback

General Mathematics

ISBN10: 0128046767
ISBN13: 9780128046760
Publisher: Academic Press
Published: Aug 15 2017
Pages: 180
Weight: 0.55
Height: 0.41 Width: 5.81 Depth: 9.01
Language: English

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.

Also in

General Mathematics

View All