Preface''... was it heavy? Did it achieve total heaviosity?''—Alvie (Woody Allen) to Annie (Diane Keaton) in Annie Hall, 1977. Heavy-tail analysis is a branch of extreme-value theory …
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of …
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of …