Univariate Stable Distributions : Models for Heavy Tailed Data / by John P. Nolan

By:

Nolan, John P [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Springer Series in Operations Research and Financial Engineering | Springer eBook CollectionPublisher: Cham : Springer International Publishing, 2020Publisher: Cham : Imprint: Springer, 2020Edition: 1st ed. 2020Description: 1 Online-Ressource(XV, 333 p. 104 illus., 21 illus. in color.)ISBN:

9783030529154

Subject(s):

Additional physical formats: 9783030529147 | 9783030529161 | 9783030529178 | Erscheint auch als: 9783030529147 Druck-Ausgabe | Erscheint auch als: 9783030529161 Druck-Ausgabe | Erscheint auch als: 9783030529178 Druck-Ausgabe | Erscheint auch als: Univariate stable distributions. Druck-Ausgabe Cham, Switzerland : Springer, 2020. xv, 333 SeitenDOI: DOI: 10.1007/978-3-030-52915-4Online resources:

Summary: Basic Properties of Univariate Stable Distributions -- Modeling with Stable Distributions -- Technical Results for Univariate Stable Distributions -- Univariate Estimation -- Stable Regression -- Signal Processing with Stable Distributions -- Related Distributions -- Appendix A: Mathematical Facts -- Appendix B: Stable Quantiles -- Appendix C: Stable Modes -- Appendix D: Asymptotic Standard Deviations of ML Estimators.Summary: This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios. Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice. Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.PPN: PPN: 1734625910Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SMA | ZDB-2-SXMS

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