A simple robust estimation method for the thickness of heavy tails (Q1299428)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A simple robust estimation method for the thickness of heavy tails |
scientific article; zbMATH DE number 1327109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple robust estimation method for the thickness of heavy tails |
scientific article; zbMATH DE number 1327109 |
Statements
A simple robust estimation method for the thickness of heavy tails (English)
0 references
21 February 2000
0 references
heavy tails
0 references
domain of attraction
0 references
stable law
0 references
regular variation
0 references
0 references
0 references
