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You searched IISERK - Title: Abode under the dome : state guests at Raisina Hill: 1947-67 and their subsequent visits / Thomas Mathew.
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Call Number
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330.015195
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Author
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Ibragimov, Marat. author.
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Title
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Heavy-Tailed Distributions and Robustness in Economics and Finance [electronic resource] / by Marat Ibragimov, Rustam Ibragimov, Johan Walden.
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Material Info.
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XIV, 119 p. 9 illus. online resource.
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Series
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Lecture Notes in Statistics, 0930-0325 ; 214
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Series
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Lecture Notes in Statistics, 0930-0325 ; 214
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Summary Note
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This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending on the degree of heavy-tailedness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications.
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Notes
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Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion.
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ISBN
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9783319168777
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Subject
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Statistics.
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Subject
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Econometrics.
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Subject
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Statistics.
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Subject
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Statistics for Business/Economics/Mathematical Finance/Insurance.
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Subject
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Statistical Theory and Methods.
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Subject
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Econometrics.
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Added Entry
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Ibragimov, Rustam. author.
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Added Entry
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Walden, Johan. author.
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Added Entry
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SpringerLink (Online service)
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Date
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Year, Month, Day:01806291
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