Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement

DOI10.1016/J.PHYSA.2015.04.032zbMath1400.62035arXiv1407.1287OpenAlexW2110078740MaRDI QIDQ1618598

E. L. de Santa Helena, C. M. Nascimento, Günther J. L. Gerhardt

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1287

zbMATH Keywords

Monte Carlo simulationslong memoryrobust statistics\(q\)-Gaussian distributiontail weight

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Related Items (1)

Structural propagation in a production network with restoring substitution elasticities

Uses Software

• R
• robustbase
• longmemo

Cites Work

• Unnamed Item
• Robust measures of tail weight
• On a \(q\) -central limit theorem consistent with nonextensive statistical mechanics
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools
• Long memory and self-similar processes
• Introduction to Nonextensive Statistical Mechanics
• Introduction to Econophysics
• Robust Statistics

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