A simple robust estimation method for the thickness of heavy tails (Q1299428): Difference between revisions
From MaRDI portal
Revision as of 20:58, 28 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A simple robust estimation method for the thickness of heavy tails |
scientific article |
Statements
A simple robust estimation method for the thickness of heavy tails (English)
0 references
21 February 2000
0 references
heavy tails
0 references
domain of attraction
0 references
stable law
0 references
regular variation
0 references
0 references
0 references