Parameter Estimation for Exponentially Tempered Power Law Distributions

DOI10.1080/03610926.2011.552828zbMath1271.62109MaRDI QIDQ2920008

Parthanil Roy, Mark M. Meerschaert, Qin Shao

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.552828

zbMATH Keywords

heavy tails; tail estimation; tempered stable; exponential tempering

Mathematics Subject Classification ID

62F10: Point estimation

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

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