A simple robust estimation method for the thickness of heavy tails (Q1299428)

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A simple robust estimation method for the thickness of heavy tails
scientific article

    Statements

    title
    A simple robust estimation method for the thickness of heavy tails (English)
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    author
    Mark M. Meerschaert
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    Hans-Peter Scheffler
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    publication date
    21 February 2000
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    zbMATH Keywords
    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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    cites work
    Q4726487
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    Q5624436
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    Q3670359
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    Q4740120
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    Q4322885
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    Q3717907
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    Identifiers

    Mathematics Subject Classification ID
    62F12
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    60F05
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    60E07
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    62F25
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    zbMATH DE Number
    1327109
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    OpenAlex ID
    W2087526395
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