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The asymptotic distribution of a truncated sample mean for the extremely heavy-tailed distributions

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Publication:6573065
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DOI10.1080/03610926.2023.2209231MaRDI QIDQ6573065FDOQ6573065


Authors: Fuquan Tang, Dong Han Edit this on Wikidata


Publication date: 16 July 2024

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






Mathematics Subject Classification ID

Statistics (62-XX)


Cites Work

  • Long‐Memory Time Series
  • Title not available (Why is that?)
  • Bandits With Heavy Tail
  • Probability. Theory and examples.
  • Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
  • Estimating the mean of a heavy tailed distribution
  • Estimating the conditional tail expectation in the case of heavy-tailed losses
  • Fat-tailed distributions. Data, diagnostics and dependence
  • Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM
  • Robust estimation of high-dimensional covariance and precision matrices
  • Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling






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