Efficient algorithms for heavy-tail analysis under interval uncertainty
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Publication:1761865
DOI10.1007/s10479-011-0911-6MaRDI QIDQ1761865
Monchaya Chiangpradit, Vladik Ya. Kreinovich
Publication date: 15 November 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0911-6
heavy-tailed distributions; interval uncertainty; Hill estimator; efficient algorithms; Weissman estimator
62-XX: Statistics
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