Title: Inference for Heavy-Tailed Data: Applications in Insurance and Finance
Publisher: Elsevier Science Publishing Co Inc
Publication Date: 2017
Language: English
ISBN 10: 0128046767
ISBN 13: 9780128046760
Binding: Paperback / softback
Condition: New
Weight: 338 grams

About this title

Synopsis

Heavy tailed data appears frequently in social science, internet traffic, insurance and finance. Statistical inference has been studied for many years, which includes recent bias-reduction estimation for tail index and high quantiles with applications in risk management, empirical likelihood based interval estimation for tail index and high quantiles, hypothesis tests for heavy tails, the choice of sample fraction in tail index and high quantile inference. These results for independent data, dependent data, linear time series and nonlinear time series are scattered in different statistics journals. Inference for Heavy-Tailed Data Analysis puts these methods into a single place with a clear picture on learning and using these techniques.

Contains comprehensive coverage of new techniques of heavy tailed data analysis
Provides examples of heavy tailed data and its uses
Brings together, in a single place, a clear picture on learning and using these techniques

About the Authors

Dr Liang Peng is based at the Department of Risk Management and Insurance at Robinson College of Business, Georgia State University, USA

Dr Yongcheng Qi is based at the Department of Mathematics and Statistics at the University of Minnesota, USA.

"About this title" may belong to another edition of this title.

Store Description

The Saint Bookstore has a range of over 1 million titles available.

Visit Seller's Storefront

Seller's business information

SB ONLINE LTD
50 Devonshire Road, Southport, PR9 7BZ, United Kingdom

Sale & Shipping Terms

Terms of Sale

Please order through the Abebooks checkout. We only take orders through Abebooks - We don't take direct orders by email or phone.

Refunds or Returns: A full refund of the purchase price will be given if returned within 30 days in undamaged condition.

As a seller on abebooks we adhere to the terms explained at http://www.abebooks.co.uk/docs/HelpCentral/buyerIndex.shtml - if you require further assistance please email us at orders@thesaintbookstore.co.uk

Shipping Terms

Most orders usually ship within 1-3 business days, but some can take up to 7 days.

Shipping rates from United Kingdom to U.S.A.

Shipping rates from United Kingdom to U.S.A.
Order quantity	7 to 28 business days	7 to 28 business days
First item	US$ 18.71	US$ 21.36

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.