Taylor's law, via ratios, for some distributions with infinite mean

DOI10.1017/jpr.2017.25zbMath1400.60023OpenAlexW2754191026MaRDI QIDQ4684879

Victor H. de la Peña, Mark Brown, Joel E. Cohen

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7f9a56d38045733dbdcc1b7b0efa68b38ebff9b3

zbMATH Keywords

Laplace transformheavy tailstable distributioncumulant generating functionTweedie distributionTaylor's lawapproximate exponentialitylog linear regression

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Applications of statistics to physics (62P35)

Related Items (4)

Asymptotic analysis of generalized Greenwood statistics for very heavy tails ⋮ Taylor's law for some infinitely divisible probability distributions from population models ⋮ A Dynamic Taylor’s law ⋮ Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling

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