𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Latest developments on heavy-tailed distributions

✍ Scribed by Paolella, Marc; Renault, Eric; Samorodnitsky, Gennady; Veredas, David


Book ID
118196614
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
170 KB
Volume
172
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Inference for heavy tailed distributions
✍ K.B. Athreya; S.N. Lahiri; Wei Wu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 585 KB

Let X ~, X 2 .... be a sequence of independent and identically distributed random variables in the domain of attraction of a stable law of order ~ and asymmetry parameter ft. This paper develops some large sample inference procedures for the population mean l/ and parameters ~ and ft. Three differen