Free Download Nonparametric Analysis of Univariate Heavy‐Tailed Data: Research and Practice by Natalia Markovich
English | PDF | 2007 | 328 Pages | ISBN : 0470510870 | 32.1 MB
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.
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