Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?
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Publication:5389049
DOI10.1080/15326349.2012.646551zbMath1235.62056arXiv1001.3218OpenAlexW2023707369MaRDI QIDQ5389049
Gennady Samorodnitsky, Arijit Chakrabarty
Publication date: 24 April 2012
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.3218
Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)
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