| 書(shū)目名稱(chēng) | Heavy-Tail Phenomena | | 副標(biāo)題 | Probabilistic and St | | 編輯 | Sidney I. Resnick | | 視頻video | http://file.papertrans.cn/426/425116/425116.mp4 | | 概述 | 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 bo | | 叢書(shū)名稱(chēng) | Springer Series in Operations Research and Financial Engineering | | 圖書(shū)封面 |  | | 描述 | .This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking insurance losses, financial returns, sizes of files stored on a server, transmission rates of files are all examples of heavy-tailed phenomena.. .Key features:. .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 and, balances theory and data analysis to show the applicability andlimitations of certain methods.. .Several chapters examine in detail the mathematical properties of the methodologies as well as their implementation in the Splus or R statistical languages.. .The exposition is driven by numerous ex | | 出版日期 | Textbook 20071st edition | | 關(guān)鍵詞 | Analysis; Fitting; Poisson process; STATISTICA; Time series; data analysis; electrical engineering; hydrolo | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-45024-7 | | isbn_softcover | 978-1-4419-2024-9 | | isbn_ebook | 978-0-387-45024-7Series ISSN 1431-8598 Series E-ISSN 2197-1773 | | issn_series | 1431-8598 | | copyright | Springer-Verlag New York 2007 |
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