Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
Autore | Ibragimov, Marat |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XIV, 119 p. : ill. ; 24 cm |
Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62-XX - Statistics [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] |
Soggetto non controllato |
Diversification
Econometrics Financial markets Heavy-Tailed distribution Insurance markets Risk management |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113456 |
Ibragimov, Marat
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[Cham], : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
Autore | Ibragimov, Marat |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XIV, 119 p. : ill. ; 24 cm |
Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
Soggetto non controllato |
Diversification
Econometrics Financial markets Heavy-Tailed distribution Insurance markets Risk management |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113456 |
Ibragimov, Marat
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||
[Cham], : Springer, 2015 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Heavy-tailed distributions and robustness in economics and finance / Marat Ibragimov, Rustam Ibragimov, Johan Walden |
Autore | Ibragimov, Marat |
Edizione | [[Cham] : Springer, 2015] |
Pubbl/distr/stampa | XIV, 119 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Ibragimov, Rustan
Walden, Johan |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62-XX - Statistics [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113456 |
Ibragimov, Marat
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||
XIV, 119 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Modern nonparametric, robust and multivariate methods : festschrift in honour of Hannu Oja / Klaus Nordhausen, Sara Taskinen editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XX, 506 p. : ill. ; 24 cm |
Soggetto topico |
62H12 - Estimation in multivariate analysis [MSC 2020]
92C55 - Biomedical imaging and signal processing [MSC 2020] 62H15 - Hypothesis testing in multivariate analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
Soggetto non controllato |
Asymptotics
Dimension reduction Multivariate statistics Nonparametric statistical methods Robustness |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113734 |
[Cham], : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
|
Modern nonparametric, robust and multivariate methods : festschrift in honour of Hannu Oja / Klaus Nordhausen, Sara Taskinen editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XX, 506 p. : ill. ; 24 cm |
Soggetto topico |
62G10 - Nonparametric hypothesis testing [MSC 2020]
62G35 - Nonparametric robustness [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 62H15 - Hypothesis testing in multivariate analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 92C55 - Biomedical imaging and signal processing [MSC 2020] |
Soggetto non controllato |
Asymptotics
Dimension reduction Multivariate statistics Nonparametric statistical methods Robustness |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113734 |
[Cham], : Springer, 2015 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Modern nonparametric, robust and multivariate methods : festschrift in honour of Hannu Oja / Klaus Nordhausen, Sara Taskinen editors |
Edizione | [[Cham] : Springer, 2015] |
Pubbl/distr/stampa | XX, 506 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
62H12 - Estimation in multivariate analysis [MSC 2020]
92C55 - Biomedical imaging and signal processing [MSC 2020] 62H15 - Hypothesis testing in multivariate analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113734 |
XX, 506 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Nonparametric statistics : 4. ISNPS, Salerno, Italy, June 2018 / Michele La Rocca, Brunero Liseo, Luigi Salmaso editors |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | x, 547 p. : ill. ; 24 cm |
Soggetto topico |
62Gxx - Nonparametric inference [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 62G09 - Nonparametric statistical resampling methods [MSC 2020] 62G15 - Nonparametric tolerance and confidence regions [MSC 2020] |
Soggetto non controllato |
Big Data
Dependent data Heavy-Tailed distribution High-Dimensional Data Kernel methods Machine learning Nonparametric Statistics Nonparametric inference Nonparametric smoother Resampling Statistical learning Survey sampling Time series |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249540 |
Cham, : Springer, 2020 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
|
Nonparametric statistics : 4. ISNPS, Salerno, Italy, June 2018 / Michele La Rocca, Brunero Liseo, Luigi Salmaso editors |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | x, 547 p. : ill. ; 24 cm |
Soggetto topico |
62G05 - Nonparametric estimation [MSC 2020]
62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G09 - Nonparametric statistical resampling methods [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G15 - Nonparametric tolerance and confidence regions [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] |
Soggetto non controllato |
Big Data
Dependent data Heavy-Tailed distribution High-Dimensional Data Kernel methods Machine learning Nonparametric Statistics Nonparametric inference Nonparametric smoother Resampling Statistical learning Survey sampling Time series |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00249540 |
Cham, : Springer, 2020 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Nonparametric statistics : 2. ISNPS, Cádiz, june 2014 / Ricardo Cao, Wenceslao González Manteiga, Juan Romo editors |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XI, 224 p. : ill. ; 24 cm |
Soggetto topico |
62G07 - Density estimation [MSC 2020]
62Gxx - Nonparametric inference [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 62G09 - Nonparametric statistical resampling methods [MSC 2020] 62G15 - Nonparametric tolerance and confidence regions [MSC 2020] |
Soggetto non controllato |
Applications in econometrics
Applications in the life sciences Curve estimation Dependent data Engineering Applications High-Dimensional Data Nonparametric filtering Nonparametric inference Nonparametric tests Regression smoothing |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115099 |
[Cham], : Springer, 2016 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Nonparametric statistics : 2. ISNPS, Cádiz, june 2014 / Ricardo Cao, Wenceslao González Manteiga, Juan Romo editors |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XI, 224 p. : ill. ; 24 cm |
Soggetto topico |
62G05 - Nonparametric estimation [MSC 2020]
62G07 - Density estimation [MSC 2020] 62G08 - Nonparametric regression and quantile regression [MSC 2020] 62G09 - Nonparametric statistical resampling methods [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G15 - Nonparametric tolerance and confidence regions [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] 62G35 - Nonparametric robustness [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] |
Soggetto non controllato |
Applications in econometrics
Applications in the life sciences Curve estimation Dependent data Engineering Applications High-Dimensional Data Nonparametric filtering Nonparametric inference Nonparametric tests Regression smoothing |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00115099 |
[Cham], : Springer, 2016 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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