{"product_id":"inference-for-heavy-tailed-data-applications-in-insurance-and-finance-9780128046760","title":"Inference for Heavy-Tailed Data: Applications in Insurance and Finance","description":"\u003cp\u003e • Author(s): Liang Peng\u003cbr\u003e • Publisher: Academic Press\u003cbr\u003e • Publisher Imprint: Academic Press\u003cbr\u003e • BISAC: General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eHeavy tailed data appears frequently in social science, internet traffic, insurance and finance. Statistical inference has been studied for many years, which includes recent bias-reduction estimation for tail index and high quantiles with applications in risk management, empirical likelihood based interval estimation for tail index and high quantiles, hypothesis tests for heavy tails, the choice of sample fraction in tail index and high quantile inference. These results for independent data, dependent data, linear time series and nonlinear time series are scattered in different statistics journals. \u003ci\u003eInference for Heavy-Tailed Data Analysis\u003c\/i\u003e puts these methods into a single place with a clear picture on learning and using these techniques.\u003c\/p\u003e","brand":"Academic Press","offers":[{"title":"Paperback","offer_id":45309995221143,"sku":"9780128046760","price":5794.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780128046760.webp?v=1769286742","url":"https:\/\/atlanticbooks.com\/products\/inference-for-heavy-tailed-data-applications-in-insurance-and-finance-9780128046760","provider":"Atlantic Books","version":"1.0","type":"link"}