Fat tail distributions and local thin tail alternatives

DOI10.1080/03610929608831726zbMATH Open0875.62105OpenAlexW2077816358MaRDI QIDQ4337151FDOQ4337151

Authors: Geert Gielens, Stefan Straetmans, Casper G. de Vries 

Publication date: 19 May 1997

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

Full work available at URL: http://repub.eur.nl/pub/12407

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zbMATH Keywords

biasstable distributionHill estimatortail index

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Title not available (Why is that?)
• SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS

Cited In (2)

• Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models
• Estimating the index of a stable distribution

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