Estimating the stable index in order to measure tail thickness: a critique

DOI10.1214/AOS/1176346318zbMATH Open0547.62022OpenAlexW1594603170MaRDI QIDQ799047FDOQ799047

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346318

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Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Parametric inference (62F99) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric inference (62G99)

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