This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustn
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the proces
?The book dwells mainly on the optimality aspects of mixture designs. As mixture models are a special case of regression models, a general discussion on regression designs has been presented, which in
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introducti
Design of Experiments in Nonlinear Models: Asymptotic Normality, Optimality Criteria and Small-Sample Properties provides a comprehensive coverage of the various aspects of experimental design for non
Dihedral Fourier Analysis introduces the theory and applications necessary to study experimental data indexed by, or associated with, the points in a dihedral symmetry orbit.This book looks at experim
This book is intended for anyone, regardless of discipline, who is interested in the use of statistical methods to help obtain scientific explanations or to predict the outcomes of actions, experiment
In this monograph we have considered a class of autoregressive models whose coefficients are random. The models have special appeal among the non-linear models so far considered in the statistical lit
