Heavy-tailed densities

DOI10.1002/WICS.1236MaRDI QIDQ6562675zbMATH OpenFDO

Authors Javier Rojo

Publication date 27 June 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/WICS.1236

zbMATH Keywords

extreme value theoryfailure ratefunctions of regular variationquantile functionspacings

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(4)

• Robust estimation of (partial) autocorrelation
• Extensions of true skewness for unimodal distributions
• Statistical Foundations Driving 21st Century Innovation
• Bounds in Wasserstein distance for locally stationary functional time series

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