Tag: Tailed

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.

Free Download Closure Properties for Heavy-Tailed and Related Distributions: An Overview by Remigijus Leipus , Jonas Šiaulys , Dimitrios Konstantinides
English | PDF EPUB (True) | 2023 | 99 Pages | ISBN : 3031345525 | 10.6 MB
This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.