Estimating the mean of a heavy tailed distribution

Statistics and Probability Letters

Volumn 52, Issue 3, 2001, Pages 255-264

  Peng, Liang ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Heavy tails; Normal distribution; Stable law; Trimmed mean

Indexed keywords

EID: 0041364621     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00203-0     Document Type: Article

References (11)

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