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Cover: 9783030529147 | Univariate Stable Distributions | Models for Heavy Tailed Data | Nolan
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Univariate Stable Distributions
Models for Heavy Tailed Data
Buch von John P. Nolan
Sprache: Englisch

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Beschreibung
This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author¿s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios.
Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice.
Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.
This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author¿s accessible and comprehensive approach, readers will be able to understand and use these methods. Both mathematicians and non-mathematicians will find this a valuable resource for more accurately modelling and predicting large values in a number of real-world scenarios.
Beginning with an introductory chapter that explains key ideas about stable laws, readers will be prepared for the more advanced topics that appear later. The following chapters present the theory of stable distributions, a wide range of applications, and statistical methods, with the final chapters focusing on regression, signal processing, and related distributions. Each chapter ends with a number of carefully chosen exercises. Links to free software are included as well, where readers can put these methods into practice.
Univariate Stable Distributions is ideal for advanced undergraduate or graduate students in mathematics, as well as many other fields, such as statistics, economics, engineering, physics, and more. It will also appeal to researchers in probability theory who seek an authoritative reference on stable distributions.
Über den Autor
¿John Nolan received his PhD from the University of Virginia, and has taught at the University of Zambia, Kenyon College, and American University. He also worked in a software firm, developing systems for intensive care units. His main research interests are in models for heavy tailed data and extremes.
Zusammenfassung

Introduces the theory, numerical algorithms, and statistical methods associated with stable distributions with an accessible, non-technical approach

Highlights the many practical applications of stables distributions, including in finance, statistics, engineering, physics, and more

Presents a number of helpful exercises, as well as links to free software to apply the models in practice

Inhaltsverzeichnis

Basic Properties of Univariate Stable Distributions.- Modeling with Stable Distributions.- Technical Results for Univariate Stable Distributions.- Univariate Estimation.- Stable Regression.- Signal Processing with Stable Distributions.- Related Distributions.- Appendix A: Mathematical Facts.- Appendix B: Stable Quantiles.- Appendix C: Stable Modes.- Appendix D: Asymptotic Standard Deviations of ML Estimators.

Details
Erscheinungsjahr: 2020
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: xv
333 S.
83 s/w Illustr.
21 farbige Illustr.
333 p. 104 illus.
21 illus. in color.
ISBN-13: 9783030529147
ISBN-10: 3030529142
Sprache: Englisch
Einband: Gebunden
Autor: Nolan, John P.
Auflage: 1st edition 2020
Hersteller: Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 241 x 160 x 24 mm
Von/Mit: John P. Nolan
Erscheinungsdatum: 13.09.2020
Gewicht: 0,757 kg
Artikel-ID: 118503135
Über den Autor
¿John Nolan received his PhD from the University of Virginia, and has taught at the University of Zambia, Kenyon College, and American University. He also worked in a software firm, developing systems for intensive care units. His main research interests are in models for heavy tailed data and extremes.
Zusammenfassung

Introduces the theory, numerical algorithms, and statistical methods associated with stable distributions with an accessible, non-technical approach

Highlights the many practical applications of stables distributions, including in finance, statistics, engineering, physics, and more

Presents a number of helpful exercises, as well as links to free software to apply the models in practice

Inhaltsverzeichnis

Basic Properties of Univariate Stable Distributions.- Modeling with Stable Distributions.- Technical Results for Univariate Stable Distributions.- Univariate Estimation.- Stable Regression.- Signal Processing with Stable Distributions.- Related Distributions.- Appendix A: Mathematical Facts.- Appendix B: Stable Quantiles.- Appendix C: Stable Modes.- Appendix D: Asymptotic Standard Deviations of ML Estimators.

Details
Erscheinungsjahr: 2020
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: xv
333 S.
83 s/w Illustr.
21 farbige Illustr.
333 p. 104 illus.
21 illus. in color.
ISBN-13: 9783030529147
ISBN-10: 3030529142
Sprache: Englisch
Einband: Gebunden
Autor: Nolan, John P.
Auflage: 1st edition 2020
Hersteller: Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 241 x 160 x 24 mm
Von/Mit: John P. Nolan
Erscheinungsdatum: 13.09.2020
Gewicht: 0,757 kg
Artikel-ID: 118503135
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