The Art of Finding Hidden Risks Hidden Regular Variation in the 21st Century /
This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Tools are developed that allow a flexible definition of "extreme" i...
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| Formato: | Electrónico eBook |
| Lenguaje: | inglés |
| Publicado: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
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| Edición: | 1st ed. 2024. |
| Materias: | |
| Acceso en línea: | https://doi.org/10.1007/978-3-031-57599-0 |
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Tabla de Contenidos:
- 1 Foundation
- 2 Regular Variation
- 3 Hidden Regular Variation
- 4 Lévy Processes with Regularly Varying Distributions: Where Do the Jumps Go?
- 5 Statistics
- A A Crash Course on Regularly Varying Functions
- B Notation Summary
- References
- Index.