Inference for Heavy Tailed Data

Written By Liang Peng
Inference for Heavy Tailed Data
  • Publsiher : Academic Press
  • Release : 11 August 2017
  • ISBN : 012804750X
  • Pages : 180 pages
  • Rating : /5 from reviews
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Download or read book entitled Inference for Heavy Tailed Data by author: Liang Peng which was release on 11 August 2017 and published by Academic Press with total page 180 pages . This book available in PDF, EPUB and Kindle Format. 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

Inference for Heavy Tailed Data
  • Author : Liang Peng,Yongcheng Qi
  • Publisher : Academic Press
  • Release Date : 2017-08-11
  • Total pages : 180
  • ISBN : 012804750X
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Summary : 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 ...

A Practical Guide to Heavy Tails

A Practical Guide to Heavy Tails
  • Author : Robert Adler,Raya Feldman,Murad Taqqu
  • Publisher : Springer Science & Business Media
  • Release Date : 1998-10-26
  • Total pages : 534
  • ISBN : 012804750X
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Summary : 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 ...

The Multivariate Student T Model in Robust Inference and Data Analysis

The Multivariate Student T Model in Robust Inference and Data Analysis
  • Author : Trevor S. Breusch,John C. Robertson,A. H. Welsh
  • Publisher : Unknown
  • Release Date : 1993
  • Total pages : 22
  • ISBN : 012804750X
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Summary : 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 which was released on 1993. Download full The Multivariate Student T Model in Robust Inference and Data Analysis Books now! Available in PDF, ePub and ...

Heavy Tail Phenomena

Heavy Tail Phenomena
  • Author : Sidney I. Resnick
  • Publisher : Springer Science & Business Media
  • Release Date : 2007-12-03
  • Total pages : 404
  • ISBN : 012804750X
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Summary : 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, ...

Nonparametric Analysis of Univariate Heavy Tailed Data

Nonparametric Analysis of Univariate Heavy Tailed Data
  • Author : Natalia Markovich
  • Publisher : John Wiley & Sons
  • Release Date : 2008-03-11
  • Total pages : 336
  • ISBN : 012804750X
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Summary : 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 ...

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1977
  • Total pages : 212
  • ISBN : 012804750X
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Summary : Read online Scientific and Technical Aerospace Reports written by , published by which was released on 1977. Download full Scientific and Technical Aerospace Reports Books now! Available in PDF, ePub and Kindle....

Statistical Analysis of Financial Data

Statistical Analysis of Financial Data
  • Author : James Gentle
  • Publisher : CRC Press
  • Release Date : 2020-03-12
  • Total pages : 646
  • ISBN : 012804750X
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Summary : 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 ...

Dissertation Abstracts International

Dissertation Abstracts International
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2007
  • Total pages : 212
  • ISBN : 012804750X
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Summary : Read online Dissertation Abstracts International written by , published by which was released on 2007. Download full Dissertation Abstracts International Books now! Available in PDF, ePub and Kindle....

Evidence Based Technical Analysis

Evidence Based Technical Analysis
  • Author : David Aronson
  • Publisher : John Wiley & Sons Incorporated
  • Release Date : 2007
  • Total pages : 528
  • ISBN : 012804750X
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Summary : "Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout these pages, expert David Aronson details this new type of technical analysis that - unlike traditional technical analysis - is restricted to objective rules, ...

Semiparametric Inference for Independent Component Analysis

Semiparametric Inference for Independent Component Analysis
  • Author : Aiyou Chen
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 230
  • ISBN : 012804750X
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Summary : Read online Semiparametric Inference for Independent Component Analysis written by Aiyou Chen, published by which was released on 2004. Download full Semiparametric Inference for Independent Component Analysis Books now! Available in PDF, ePub and Kindle....

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

Robust Bayesian Analysis of Heavy tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions
  • Author : C. A. Abanto-Valle
  • Publisher : Unknown
  • Release Date : 2008
  • Total pages : 37
  • ISBN : 012804750X
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Summary : 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 which was released on 2008. Download full Robust Bayesian Analysis of Heavy tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions Books now! Available in PDF, ...

Statistical Theory and Method Abstracts

Statistical Theory and Method Abstracts
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2001
  • Total pages : 212
  • ISBN : 012804750X
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Summary : Read online Statistical Theory and Method Abstracts written by , published by which was released on 2001. Download full Statistical Theory and Method Abstracts Books now! Available in PDF, ePub and Kindle....

Mathematical Reviews

Mathematical Reviews
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2006
  • Total pages : 212
  • ISBN : 012804750X
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Summary : Read online Mathematical Reviews written by , published by which was released on 2006. Download full Mathematical Reviews Books now! Available in PDF, ePub and Kindle....

Activity Report

Activity Report
  • Author : Tōkei Sūri Kenkyūjo (Japan)
  • Publisher : Unknown
  • Release Date : 2007
  • Total pages : 212
  • ISBN : 012804750X
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Summary : Read online Activity Report written by Tōkei Sūri Kenkyūjo (Japan), published by which was released on 2007. Download full Activity Report Books now! Available in PDF, ePub and Kindle....

Journal of Statistical Planning and Inference

Journal of Statistical Planning and Inference
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1998
  • Total pages : 212
  • ISBN : 012804750X
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Summary : Read online Journal of Statistical Planning and Inference written by , published by which was released on 1998. Download full Journal of Statistical Planning and Inference Books now! Available in PDF, ePub and Kindle....