Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? (Q5389049)
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scientific article; zbMATH DE number 6027619
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| English | Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? |
scientific article; zbMATH DE number 6027619 |
Statements
Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? (English)
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24 April 2012
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central limit theorem
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consistency
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Hill estimator
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regular variation
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0.7751777768135071
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0.7680127024650574
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0.7668858766555786
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0.7597231864929199
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0.7552852034568787
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