Heavy or semi-heavy tail, that is the question
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Publication:5861539
DOI10.1080/02664763.2020.1738360OpenAlexW3010354374MaRDI QIDQ5861539
Hossein Baghishani, Jamil Ownuk, Ahmad Nezakati
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1738360
asymptotic propertiesheavy-tailed distributionML estimatorssemi-heavy-tailed distributionskew hyperbolic secant distributions
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