Estimation problems for distributions with heavy tails

Journal of Statistical Planning and Inference

Volumn 123, Issue 1, 2004, Pages 13-40

  Fan, Zhaozhi ^a,b  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

^b Univ of New Hampshire   (United States)

Author keywords

Domain of attraction; Heavy tailed distribution; Re sampling; Simulation; Stable distribution; Tail index; U statistics

Indexed keywords

EID: 1642341600     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00142-3     Document Type: Article

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