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Fat tail distributions and local thin tail alternatives - MaRDI portal

Fat tail distributions and local thin tail alternatives (Q4337151)

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scientific article; zbMATH DE number 1010763
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English
Fat tail distributions and local thin tail alternatives
scientific article; zbMATH DE number 1010763

    Statements

    Fat tail distributions and local thin tail alternatives (English)
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    19 May 1997
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    Hill estimator
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    tail index
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    bias
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    stable distribution
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