Taylor's law, via ratios, for some distributions with infinite mean

DOI10.1017/JPR.2017.25zbMath1400.60023OpenAlexW2754191026MaRDI QIDQ4684879

Victor H. de la Peña, Mark Brown, Joel E. Cohen

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7f9a56d38045733dbdcc1b7b0efa68b38ebff9b3

zbMATH Keywords

Laplace transformheavy tailstable distributioncumulant generating functionTweedie distributionTaylor's lawapproximate exponentialitylog linear regression

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Applications of statistics to physics (62P35)

Related Items (5)

Asymptotic analysis of generalized Greenwood statistics for very heavy tails ⋮ Taylor's law for some infinitely divisible probability distributions from population models ⋮ A Dynamic Taylor’s law ⋮ Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling ⋮ Modified Greenwood statistic and its application for statistical testing

Cites Work

• Domains of attraction to Tweedie distributions
• Asymptotics of the sample coefficient of variation and the sample dispersion
• When is the Student \(t\)-statistic asymptotically standard normal?
• Information and Exponential Families
• Random sampling of skewed distributions implies Taylor’s power law of fluctuation scaling
• Probability and Stochastics
• Formule exacte de l'espérance du rapport de la somme des carrés par le carré de la somme
• Neuer Beweis und Verallgemeinerung der Tauberschen Sätze, welche die Laplacesche und Stieltjessche Transformation betreffen.
• The Regression of the Sample Variance on the Sample Mean
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Taylor's law, via ratios, for some distributions with infinite mean