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商品詳細
Heavy-Tail Phenomena : Probabilistic and Statistical Modeling. 2007 ed..
・ISBN 978-0-387-24272-9 hard EUR 89.99
￥24,053.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Resnick, Sidney I., |
|---|---|
| シリーズ | Springer Series in Operations Research and Financial Engineering |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2006 |
| ページ数 | 404 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-18333＞ |
解説
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 and limitations 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 examples and exercises