Nonparametric Analysis of Univariate Heavy‐Tailed Data

DOI10.1002/9780470723609zbMath1156.62027OpenAlexW2481530299MaRDI 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

classificationregularizationheavy-tailed distributiontail indexhazard raterenewal functionhigh quantile estimatiorWeb data analysis

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics (62P99) Applications of statistics (62Pxx)

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Uses Software

• KernSmooth

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