Nonparametric analysis of univariate heavy-tailed data : research and practice / Natalia Markovich
Tipo de material:
TextoSeries Detalles de publicación: hichester, England : John Wiley Sons, c2007Descripción: xxi, 310 p. : il. ; 24 cmISBN: - 0470510870
- 9780470510872
- QA 278 .8 M37
| Tipo de ítem | Biblioteca actual | Biblioteca de origen | Colección | Signatura topográfica | Copia número | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | |
|---|---|---|---|---|---|---|---|---|---|---|---|
Libros para consulta en sala
|
Biblioteca Antonio Enriquez Savignac Estantería General (Primer piso) | Biblioteca Antonio Enriquez Savignac Estantería General (Primer piso) | COLECCIÓN RESERVA | QA 278 .8 M37 (Navegar estantería(Abre debajo)) | Ejem. 1 | No para préstamo | Ingeniería en Datos e Inteligencia Organizacional | 031746 |
Incluye referencias bibliográficas: p. [295]-305 e índice
Definitions and rough detection of tail heaviness -- Classical methods of probability density estimation -- Heavy-tailed density estimation -- Transformations and heavy-tailed density estimation -- Classification and retransformed density estimates -- Estimation of high quantiles -- Nonparametric estimation of the hazard rate function -- Nonparametric estimation of the renewal function
"Heavy-tailed distributions are typical for phenomena in complex multi-component systems such as biometry, economics, ecological systems, sociology, web access statistics, internet traffic, biblio-metrics, finance and business. The analysis of such distributions requires special methods of estimation due to their specific features. These are not only the slow decay to zero of the tail, but also the violation of Cramer's condition, possible non-existence of some moments, and sparse observations in the tail of the distribution."--P. [4]
Fondos PROMEP Compra 130123 1755.00
