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ria9781848217928_rkm

Ria Christie English Books

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Uxbridge, GB

FatTailed Distributions Data Diagnostics and Dependence by RM Cooke

294 In stock
AUTHOR : R M Cooke
TYPE : Hardback
PUBLISHER : ISTE Press
LANGUAGE : English
PUBLISHED : Nov 2014
PAGES : 144

FatTailed Distributions Data Diagnostics and Dependence by RM Cooke

£12613
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This title is written for the numerate nonspecialist and hopes to serve three purposes. First it gathers mathematical material from diverse but related fields of order statistics records extreme value theory majorization regular variation and subexponentiality. All of these are relevant for understanding fat tails but they are not to our knowledge brought together in a single source for the target readership. Proofs that give insight are included but for most fussy calculations the reader is ref
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