Tail behavior, modes and other characteristics of stable distribution

DOI10.1023/A:1009908026279zbMath0947.60016MaRDI QIDQ1979090

Hippolite Fofack, John P. Nolan

Publication date: 24 May 2000

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

tail indexHill estimatorstable distributionmode

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10)

Related Items (7)

Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes ⋮ Generalized least-squares estimators for the thickness of heavy tails ⋮ Estimating the tail conditional expectation of Walmart stock data ⋮ A formula for hidden regular variation behavior for symmetric stable distributions ⋮ The beta-Pareto distribution ⋮ Estimation of stable spectral measures ⋮ Explicit and combined estimators for parameters of stable distributions

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