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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling - Resnick, Sidney I
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This text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.

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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling 2010, Springer, New York, NY

ISBN-13: 9781441920249

Trade paperback

Heavy-Tail Phenomena: Probabilistic and Statistical Modeling 2006, Springer, New York, NY

ISBN-13: 9780387242729

2007 edition

Hardcover