A simple robust estimation method for the thickness of heavy tails
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Publication:1299428
DOI10.1016/S0378-3758(98)00093-7zbMath0931.62022OpenAlexW2087526395MaRDI QIDQ1299428
Hans-Peter Scheffler, Mark M. Meerschaert
Publication date: 21 February 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00093-7
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05)
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