Outliers and the ostensibly heavy tails

DOI10.3103/S106653071901006XzbMath1428.62201arXiv1807.08715OpenAlexW2942701003WikidataQ126024936 ScholiaQ126024936MaRDI QIDQ2002093

I. Volchenkova, Lev B. Klebanov

Publication date: 11 July 2019

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08715

zbMATH Keywords

outlierscompact supportheavy tailed distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

Cites Work

• Hyperbolic distributions in finance
• Order Statistics
• Regularly varying functions
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Outliers and the ostensibly heavy tails