Fat-Tailed Distributions - Data, Diagnostics and Dependence, Cooke

Автор: Marat Ibragimov; Rustam Ibragimov; Johan Walden
Название: Heavy-Tailed Distributions and Robustness in Economics and Finance
ISBN: 3319168762 ISBN-13(EAN): 9783319168760
Издательство: Springer
Рейтинг:
Цена: 65210.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations.

Автор: Nolan John P.
Название: Univariate Stable Distributions: Models for Heavy Tailed Data
ISBN: 3030529142 ISBN-13(EAN): 9783030529147
Издательство: Springer
Рейтинг:
Цена: 60550.00 T
Наличие на складе: Поставка под заказ.
Описание: This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.

Автор: V. Pisarenko; M. Rodkin
Название: Heavy-Tailed Distributions in Disaster Analysis
ISBN: 9400732856 ISBN-13(EAN): 9789400732858
Издательство: Springer
Рейтинг:
Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents new approaches to seismic risk estimation and forecasting the damage caused by all types of earthquakes. It examines trends in the costs inferred by damage as related to changing social and economic situations for different regions.

Автор: A.A. Borovkov
Название: Asymptotic Analysis of Random Walks: Light-Tailed Distributions
ISBN: 1107074681 ISBN-13(EAN): 9781107074682
Издательство: Cambridge Academ
Рейтинг:
Цена: 132000.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a complete and systematic modern treatise on large deviation theory for random walks with light-tailed jump distributions, presented by one of its key creators. Such distributions have numerous applications in statistics, ruin theory, and queuing theory. This is a companion to the author`s earlier monograph on heavy-tailed distributions.

Автор: Sergey Foss; Dmitry Korshunov; Stan Zachary
Название: An Introduction to Heavy-Tailed and Subexponential Distributions
ISBN: 1461471001 ISBN-13(EAN): 9781461471004
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems.

Автор: Simon Marvin K., Riedel Eibe
Название: Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists
ISBN: 0387346570 ISBN-13(EAN): 9780387346571
Издательство: Springer
Рейтинг:
Цена: 65210.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.

Автор: Samuel Kotz
Название: Multivariate T-Distributions and Their Applications
ISBN: 0521826543 ISBN-13(EAN): 9780521826549
Издательство: Cambridge Academ
Рейтинг:
Цена: 116160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Practically every result on multivariate t-distributions published in the last 50 years is brought together for the first time. Covers theoretical probabilistic results, statistical aspects, and generalizations and applications, including material on estimation and regression models of special value for practitioners in statistics and economics. More than 350 references are included.

Автор: Al-Gwaiz, M.A.
Название: Theory of Distributions
ISBN: 0367579960 ISBN-13(EAN): 9780367579968
Издательство: Taylor&Francis
Рейтинг:
Цена: 48990.00 T
Наличие на складе: Нет в наличии.

Автор: Chattamvelli, Rajan Shanmugam, Ramalingam
Название: Continuous Distributions in Engineering and the Applied Sciences -- Part I
ISBN: 3031013026 ISBN-13(EAN): 9783031013027
Издательство: Springer
Рейтинг:
Цена: 51230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is an introductory book on continuous statistical distributions and its applications. Chapter 4 discusses both Beta-I and Beta-II distributions and their generalizations, as well as applications in geotechnical engineering, PERT, control charts, etc.

Автор: Malinovskii Vsevolod K.
Название: Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations
ISBN: 036774029X ISBN-13(EAN): 9780367740290
Издательство: Taylor&Francis
Рейтинг:
Цена: 183750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.

Автор: Rajan Chattamvelli, Ramalingam Shanmugam
Название: Discrete Distributions in Engineering and the Applied Sciences
ISBN: 1681738651 ISBN-13(EAN): 9781681738659
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 95170.00 T
Наличие на складе: Нет в наличии.
Описание: This is an introductory book on discrete statistical distributions and its applications.

It discusses only those that are widely used in the applications of probability and statistics in everyday life. The purpose is to give a self-contained introduction to classical discrete distributions in statistics. Instead of compiling the important formulas (which are available in many other textbooks), we focus on important applications of each distribution in various applied fields like bioinformatics, genomics, ecology, electronics, epidemiology, management, reliability, etc., making this book an indispensable resource for researchers and practitioners in several scientific fields. Examples are drawn from different fields. An up-to-date reference appears at the end of the book.

Chapter 1 introduces the basic concepts on random variables, and gives a simple method to find the mean deviation (MD) of discrete distributions. The Bernoulli and binomial distributions are discussed in detail in Chapter 2. A short chapter on discrete uniform distribution appears next. The next two chapters are on geometric and negative binomial distributions. Chapter 6 discusses the Poisson distribution in-depth, including applications in various fields. Chapter 7 is on hypergeometric distribution. As most textbooks in the market either do not discuss, or contain only brief description of the negative hypergeometric distribution, we have included an entire chapter on it. A short chapter on logarithmic series distribution follows it, in which a theorem to find the kth moment of logarithmic distribution using (k-1)th moment of zero-truncated geometric distribution is presented. The last chapter is on multinomial distribution and its applications.

The primary users of this book are professionals and practitioners in various fields of engineering and the applied sciences. It will also be of use to graduate students in statistics, research scholars in science disciplines, and teachers of statistics, biostatistics, biotechnology, education, and psychology.

Автор: Krishnamoorthy, K.
Название: Handbook of statistical distributions with applications
ISBN: 0367658704 ISBN-13(EAN): 9780367658700
Издательство: Taylor&Francis
Рейтинг:
Цена: 48990.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This handbook provides quick access to common and specialized probability distributions for modeling practical problems and performing statistical calculations. This second edition enhances the PC calculator StatCalc with electronic help manuals and now contains R functions for cases where StatCalc is not applicable, with the codes