Power-law distributions in binned empirical data
From MaRDI portal
Publication:2453658
DOI10.1214/13-AOAS710zbMath1454.62150arXiv1208.3524OpenAlexW2074562205WikidataQ54246146 ScholiaQ54246146MaRDI QIDQ2453658
Publication date: 10 June 2014
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.3524
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics of extreme values; tail inference (62G32)
Related Items (15)
Penalized KS method to fit data sets with power law distribution over a bounded subinterval ⋮ A novel complex network based dynamic rule selection approach for open shop scheduling problem with release dates ⋮ Universal characteristics of fractal fluctuations in prime number distribution ⋮ Analyzing complex functional brain networks: fusing statistics and network science to understand the brain ⋮ A computational approach to estimation of discrete Pareto parameters ⋮ A discrete truncated Zipf distribution ⋮ Power-law distribution in pieces: a semi-parametric approach with change point detection ⋮ A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation ⋮ Identifying systemically important financial institutions: a network approach ⋮ Power-law distributions in binned empirical data ⋮ Measuring multiscaling in financial time-series ⋮ Testing equivalence to power law distributions ⋮ Asymptotic independence and support detection techniques for heavy-tailed multivariate data ⋮ Unnamed Item ⋮ On a Minimum Distance Procedure for Threshold Selection in Tail Analysis
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Likelihood-based inference for stochastic models of sexual network formation
- A simple general approach to inference about the tail of a distribution
- Optimal choice of sample fraction in extreme-value estimation
- Generalized least-squares estimators for the thickness of heavy tails
- Selecting the optimal sample fraction in univariate extreme value estimation
- Estimating the historical and future probabilities of large terrorist events
- Power-law distributions in binned empirical data
- Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
- Note on the Kolmogorov statistic in the discrete case
- Critical Truths About Power Laws
- The qq-estimator and heavy tails
- Robust confidence bounds for extreme upper quantiles
- Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
- Power-Law Distributions in Empirical Data
- Goodness-of-Fit Tests for Discrete Data: A Review and an Application to a Health Impairment Scale
- A Brief History of Generative Models for Power Law and Lognormal Distributions
- Inaccuracy of the X 2 Test of Goodness of Fit when Expected Frequenies are Small
- Bayes Factors
- Estimating Heavy-Tail Exponents Through Max Self–Similarity
- Editorial: The Future of Power Law Research
- Using a bootstrap method to choose the sample fraction in tail index estimation
- Maximum likelihood estimation of mixture densities for binned and truncated multivariate data
This page was built for publication: Power-law distributions in binned empirical data