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A note on the bootstrap method for testing the existence of finite moments - MaRDI portal

A note on the bootstrap method for testing the existence of finite moments

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Publication:5148665

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DOI10.6092/issn.1973-2201/5504zbMath1459.62068OpenAlexW1896704023MaRDI QIDQ5148665

Igor Fedotenkov

Publication date: 4 February 2021

Full work available at URL: https://doaj.org/article/a91ea4f228e4457d82cc0e7038e83307

zbMATH Keywords

bootstrap heavy tails finite moments test tail index estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (2)

On some distributional properties of subordinated Gaussian random fields ⋮ Test for the existence of finite moments via bootstrap

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