Statistical inference in the presence of heavy tails
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Publication:2895996
DOI10.1111/j.1368-423X.2010.00340.xzbMath1241.62176MaRDI QIDQ2895996
Publication date: 13 July 2012
Published in: The Econometrics Journal (Search for Journal in Brave)
62P20: Applications of statistics to economics
62G32: Statistics of extreme values; tail inference
62G09: Nonparametric statistical resampling methods
91B82: Statistical methods; economic indices and measures
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Uses Software
Cites Work
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