A simple robust estimation method for the thickness of heavy tails

Journal of Statistical Planning and Inference

Volumn 71, Issue 1-2, 1998, Pages 19-34

  Meerschaert, Mark M ^a   Scheffler, Hans Peter ^b  

^a UNIVERSITY OF NEVADA   (United States)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

62F25; Domains of attraction; Heavy tails; Parameter estimation; Primary: 62F12; Regular variation; Secondary: 60F05

Indexed keywords

EID: 0001943404     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00093-7     Document Type: Article

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