Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

by Sidney I. Resnick

Book Overview

Unique text devoted to heavy-tails

The treatment of heavy tails is largely dimensionless

The text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not both

The book emphasizes the broad applicability of heavy-tails to the fields of finance (e.g., value-at- risk), data networks, insurance

The presentation is clear, efficient and coherent...

• Format: Hardcover
• Language: English
• ISBN: 0387242724
• ISBN13: 9780387242729
• Release Date: December 2006
• Publisher: Springer
• Length: 404 Pages
• Weight: 1.91 lbs.
• Dimensions: 1.0" x 7.3" x 9.5"