Estimation problems for distributions with heavy tails (Q1883277): Difference between revisions

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+Characteristic functions of random variables attracted to 1-stable laws
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+Jackknifing $U$-Statistics
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+Q3992980
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+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
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+Kernel estimates of the tail index of a distribution
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+Stable limit distributions for strongly mixing sequences
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Estimating the index of a stable distribution
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+Q3855962
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+Q3670359
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+Q5572037
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+A simple general approach to inference about the tail of a distribution
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+Tables and graphs of the stable probability density functions
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+Q5624460
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+Q4278200
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+A simple robust estimation method for the thickness of heavy tails
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Statistical inference using extreme order statistics
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+Estimation in Univariate and Multivariate Stable Distributions
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+Weak limits of U-statistics of infinite order
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+Q3717907
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+Publication:1883277