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  • INFERENCE FOR HEAVY-TAILED DATA
    ebook
    INFERENCE FOR HEAVY-TAILED DATA
    LIANG PENG / YONGCHENG QI
    Heavy 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...

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