Univariate Stable Distributions : Models for Heavy Tailed Data

Univariate Stable Distributions : Models for Heavy Tailed Data

المؤلف
John P. Nolan
سنة النشر
الناشر
اللغة
نوع الوثيقة
الموضوع الرئيسي
رمز الوثيقة

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.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.



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