A simple robust estimation method for the thickness of heavy tails (Q1299428): Difference between revisions

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Latest revision as of 08:21, 30 July 2024

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A simple robust estimation method for the thickness of heavy tails
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    A simple robust estimation method for the thickness of heavy tails (English)
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    21 February 2000
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    heavy tails
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    domain of attraction
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    stable law
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    regular variation
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