Tail exponent estimation via broadband log density-quantile regression
نویسندگان
چکیده
منابع مشابه
Tail Exponent Estimation via Broadband Log Density-Quantile Regression
Heavy tail probability distributions are important in many scientific disciplines such as hydrology, geology, and physics and therefore feature heavily in statistical practice. Rather than specifying a family of heavy-tailed distributions for a given application, it is more common to use a nonparametric approach, where the distributions are classified according to the tail behavior. Through the...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2010
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2010.04.035