Nonparametric Analysis of Univariate Heavy-Tailed Data pdf epub mobi txt 電子書 下載 2024


Nonparametric Analysis of Univariate Heavy-Tailed Data

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Markovich, Natalia
2007-12
336
940.00元
9780470510872

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发表于2024-11-08

Nonparametric Analysis of Univariate Heavy-Tailed Data epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Nonparametric Analysis of Univariate Heavy-Tailed Data epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Nonparametric Analysis of Univariate Heavy-Tailed Data pdf epub mobi txt 電子書 下載 2024



圖書描述

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 survey of classical results and recent developments in the theory of nonparametric estimation of the probability density function, the tail index, the hazard rate and the renewal function. Both asymptotical results, for example convergence rates of the estimates, and results for the samples of moderate sizes supported by Monte-Carlo investigation, are considered. The text is illustrated by the application of the considered methodologies to real data of web traffic measurements.

Nonparametric Analysis of Univariate Heavy-Tailed Data 下載 mobi epub pdf txt 電子書

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Nonparametric Analysis of Univariate Heavy-Tailed Data pdf epub mobi txt 電子書 下載
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