A Practical Guide to Heavy Tails: Statistical Techniques and Applications

ISBN-13: 9780817639518 / Angielski / Twarda / 1998 / 534 str.

Adler; R. Adler; M. S. Taqqu

Opis

Presents techniques and approaches for the statistical analysis of heavy-tailed distributions and processes, with a focus on applicability rather than theory. Emphasis is placed upon numerical problems associated with stable distributions, time series analysis and regression.

Recenzje

"The editors and contributors have done a marvelous job... Professional statisticians and applied mathematicians will find it fascinating for its presentation and documentation of versatile methods for handling troublesome data." -Computing Reviews