Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200): Difference between revisions

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Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
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    Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (English)
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    7 July 2022
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    \(\alpha\)-stable distribution
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    heavy-tailed distribution
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    conditional variance
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    trimmed variance
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    quantile conditional variance
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    goodness-of-fit test
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