جهت دسترسی به کاربرگه ی زیر، از این لینک استفاده کنید. http://dl.pgu.ac.ir/handle/Hannan/164026
Title: Heavy-Tailed Distributions and Robustness in Economics and Finance;
Authors: Ibragimov, Marat.
Ibragimov, Rustam.
Walden, Johan.
Keywords: Statistics;Mathematical statistics;Economics Statistics.;Econometrics.;Statistics;Statistics for Business/Economics/Mathematical Finance/Insurance.;Statistical Theory and Methods.;Econometrics.;330.015195;QA276-280
Issue Date: 2015
Publisher: Springer International Publishing :.;Imprint: Springer,
place: Cham
Series/Report no.: Lecture Notes in Statistics, 0930-0325 214.;Lecture Notes in Statistics, 0930-0325 214.
Abstract: 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.
Description: Printed edition: 9783319168760.
Table Of Contents: Introduction -- Implications of Heavy-tailed ness -- Inference and Empirical Examples -- Conclusion.
URI: http://dl.pgu.ac.ir/handle/Hannan/164026
ISBN: 9783319168777.
9783319168760 (print)
Format: 
Edition: 
Type Of Material: Latin Book
Appears in Collections:Mathematics Ebook

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