Fat tail distributions and local thin tail alternatives

DOI10.1080/03610929608831726zbMath0875.62105OpenAlexW2077816358MaRDI QIDQ4337151

Geert Gielens, Stefan Straetmans, Casper G. de Vries

Publication date: 19 May 1997

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

Full work available at URL: http://repub.eur.nl/pub/12407

zbMATH Keywords

biastail indexHill estimatorstable distribution

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

Estimating the index of a stable distribution

Cites Work

• Unnamed Item
• SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS

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