Nonparametric Analysis of Univariate Heavy–Tailed Data: Research and Practice
N Markovich
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Description for Nonparametric Analysis of Univariate Heavy–Tailed Data: Research and Practice
Hardcover. 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. Series: Wiley Series in Probability and Statistics. Num Pages: 336 pages, Illustrations. BIC Classification: PBK. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 24. Weight in Grams: 626.
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 of the tail, but also the violation of Cramer's condition, possible non-existence of some moments, and sparse observations in the tail of the distribution. The book focuses on the methods of statistical analysis of heavy-tailed independent identically distributed random variables by empirical samples of moderate sizes. It provides a detailed ... Read more
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 of the tail, but also the violation of Cramer's condition, possible non-existence of some moments, and sparse observations in the tail of the distribution. The book focuses on the methods of statistical analysis of heavy-tailed independent identically distributed random variables by empirical samples of moderate sizes. It provides a detailed ... Read more
Product Details
Format
Hardback
Publication date
2007
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
336
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
336
Place of Publication
New York, United States
ISBN
9780470510872
SKU
V9780470510872
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About N Markovich
Natalia Markovich - Institute of Control Sciences, Russian Academy of Sciences, Moscow Having been the Leading Scientist at the Institute of Control Sciences for the last eleven years, Dr Markovich has had much experience in this area. An extremely active member of the statistical community, she has presented many seminars and invited talks, as well as being involved in numerous ... Read more
Reviews for Nonparametric Analysis of Univariate Heavy–Tailed Data: Research and Practice
"This book can be recommended to researchers in life sciences for the wealth of information about statistics of extremes and density function estimation. The application to hormesis is interesting for those concerned with this strange positive effect that low doses of toxic substances can have in living organisms." (Biometrics, March 2009) "It is ideally suited for statisticians, researchers and Ph.D. ... Read more