Nonparametric Analysis of Univariate Heavy‐Tailed Data
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Publication:5424035
DOI10.1002/9780470723609zbMath1156.62027MaRDI QIDQ5424035
Publication date: 1 November 2007
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9780470723609
classification; regularization; heavy-tailed distribution; tail index; hazard rate; renewal function; high quantile estimatior; Web data analysis
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62P99: Applications of statistics
62Pxx: Applications of statistics
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