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The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century Sidney Resnick 2024 edition
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The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century
Sidney Resnick
This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Tools are developed that allow a flexible definition of "extreme" in higher dimensions and permit different heavy tails to coexist on the same state space leading to "hidden regular variation" and "steroidal regular variation".
245 pages, 73 Illustrations, color; 32 Illustrations, black and white; Approx. 245 p.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 2, 2024 |
| ISBN13 | 9783031575983 |
| Publishers | Springer International Publishing AG |
| Pages | 262 |
| Dimensions | 165 × 241 × 22 mm · 572 g |
| Language | German |
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