Fat-Tailed Distributions
data, diagnostics and dependence, volume 1
$435.28
- Hardcover
144 pages
- Release Date
20 November 2014
Summary
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 included, but for most fussy calculations th…
Book Details
| ISBN-13: | 9781848217928 |
|---|---|
| ISBN-10: | 1848217927 |
| Series: | Iste |
| Author: | Roger M. Cooke, Daan Nieboer, Jolanta Misiewicz |
| Publisher: | ISTE Ltd and John Wiley & Sons Inc |
| Imprint: | ISTE Ltd and John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 144 |
| Release Date: | 20 November 2014 |
| Weight: | 358g |
| Dimensions: | 241mm x 164mm x 15mm |
About The Author
Roger M. Cooke
Roger M. Cooke, Chauncey Starr Chair for Risk Analysis Resources for the Future, USA and Dept. Math. TU Delft, Netherlands
Daan Nieboer, Erasmus Universiteit Rotterdam, Department of Public Health (MGZ), Netherlands
Jolanta Misiewicz, Professor (Full), Warsaw University of Technology, Faculty of Mathematics and Information Science, Mazowieckie, Poland
Returns
This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.