Nonparametric Analysis of Univariate Heavy‐Tailed Data

DOI10.1002/9780470723609zbMath1156.62027MaRDI QIDQ5424035

Natalia M. Markovich

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

zbMATH Keywords

classification; regularization; heavy-tailed distribution; tail index; hazard rate; renewal function; high quantile estimatior; Web data analysis

Mathematics Subject Classification ID

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

Uses Software

• KernSmooth