Parameter Estimation for Exponentially Tempered Power Law Distributions

DOI10.1080/03610926.2011.552828zbMath1271.62109OpenAlexW2162939218MaRDI QIDQ2920008

Parthanil Roy, Mark M. Meerschaert, Qin Shao

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.552828

zbMATH Keywords

heavy tailstail estimationtempered stableexponential tempering

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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