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Fat-tailed distributions: data, diagnostics and dependence
This title is written for the numerate nonspecialist, and hopes to serve three purposes. First it gathers mathematical material from diverse but related fields of order statistics, records, extreme value theory, majorization, regular variation and subexponentiality. All of these are relevant for und...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
John Wiley & Sons
2014
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2308863 |