Univariate Stable Distributions : Models for Heavy Tailed Data / John P. Nolan |
Autore | Nolan, John P. |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xv, 333 p. : ill. ; 24 cm |
Soggetto topico |
60F05 - Central limit and other weak theorems [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62F30 - Parametric inference under constraints [MSC 2020] 62F35 - Robustness and adaptive procedures (parametric inference) [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Extreme value estimation Generalized central limit theorem Heavy tailed data Heavy tailed data distributions Multivariate stable dsitribution Pareto distributions Signal processing algorithm Stable Distributions Stable Laws Stable filter Stable random variables Stable regression Univariate estimate Univariate stable distributions |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0250024 |
Nolan, John P. | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Von Mises Calculus For Statistical Functionals / Luisa Turrin Fernholz |
Autore | Fernholz, Luisa Turrin |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
Descrizione fisica | viii, 124 p. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 62F35 - Robustness and adaptive procedures (parametric inference) [MSC 2020] |
Soggetto non controllato |
Asymptotic effectiveness
Asymptotic normal distribution Calculus Differentiability Estimator Probability Theory Robust estimate Statistical functional |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268637 |
Fernholz, Luisa Turrin | ||
New York, : Springer-Verlag, 1983 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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