Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
Autore | Leipus, Remigijus |
Pubbl/distr/stampa | Cham, : Springer, 2023 |
Descrizione fisica | ix, 92 p. : ill. ; 24 cm |
Altri autori (Persone) |
Konstantinides, Dimitrios
Šiaulys, Jonas |
Soggetto non controllato |
Asymptotic analysis
Closure Property Convolution Closure Convolution-Root Closure Decision making Heavy tails Heavy-Tailed distribution Max-Sum Equivalence Product-Convolution Closure Risk management |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0279395 |
Leipus, Remigijus | ||
Cham, : Springer, 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
Autore | Leipus, Remigijus |
Pubbl/distr/stampa | Cham, : Springer, 2023 |
Descrizione fisica | ix, 92 p. : ill. ; 24 cm |
Altri autori (Persone) |
Konstantinides, Dimitrios
Šiaulys, Jonas |
Soggetto topico |
60E05 - Probability distributions: general theory [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60K05 - Renewal theory [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
Soggetto non controllato |
Asymptotic analysis
Closure Property Convolution Closure Convolution-Root Closure Decision making Heavy tails Heavy-Tailed distribution Max-Sum Equivalence Product-Convolution Closure Risk management |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00279395 |
Leipus, Remigijus | ||
Cham, : Springer, 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
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 |
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 | ||
Materiale a stampa | ||
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Nonparametric statistics : 3. ISNPS, Avignon, France, June 2016 / Patrice Bertail ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | ix, 390 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [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-VAN0124900 |
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Nonparametric statistics : 3. ISNPS, Avignon, France, June 2016 / Patrice Bertail ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | ix, 390 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [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-VAN00124900 |
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|