Exploring Data Cautiously

Sidney Resnick
Additional contact information
Sidney Resnick: Cornell University, ORIE

Chapter Chapter 5 in The Art of Finding Hidden Risks, 2024, pp 149-224 from Springer

Abstract: Abstract This chapter describes adventures when bravely statistically analyzing multivariate data that can plausibly be generated by a regularly varying distribution. The focus is on multivariate analysis and we assume the reader is familiar with one-dimensional techniques for heavy tailed data such as QQ-plots, Hill plots, altHill plots, standardization of multivariate data using the rank transformation, angular density plots.

Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-57599-0_5

Ordering information: This item can be ordered from
http://www.springer.com/9783031575990

DOI: 10.1007/978-3-031-57599-0_5

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().