Fat-Tailed Distributions: Data, Diagnostics and Dependence, Volume 1

by Daan Nieboer, Jolanta Misiewicz, Roger Cooke

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 understanding fat tails, but they are not, to our knowledge, brought together in a single source for the target readership. Proofs that give insight are...

• Format: Hardcover
• Language: English
• ISBN: 1848217927
• ISBN13: 9781848217928
• Release Date: December 2014
• Publisher: Wiley-Iste
• Length: 144 Pages
• Weight: 0.83 lbs.
• Dimensions: 0.6" x 6.2" x 9.3"