Efficient algorithms for heavy-tail analysis under interval uncertainty

DOI10.1007/s10479-011-0911-6OpenAlexW2011031900MaRDI QIDQ1761865

Monchaya Chiangpradit, Vladik Ya. Kreinovich

Publication date: 15 November 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-011-0911-6

zbMATH Keywords

heavy-tailed distributionsinterval uncertaintyHill estimatorefficient algorithmsWeissman estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Multifractal theory with its applications in data management ⋮ Asymptotic analysis of simultaneous damages in spatial Boolean models ⋮ Certainty equivalent measures of risk

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