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Estimating the Stable Index $\alpha$ in Order to Measure Tail Thickness: A Critique

William DuMouchel
DOI: 10.1214/aos/1176346318
The Annals of Statistics

Data up to Jan 2025

Published1983
Citations355
References0
Fields
MathematicsPhysicsComputer scienceStatisticsStatistical physicsMathematical analysis

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Estimating the Stable Index $\alpha$ in Order to Measure Tail Thickness: A Critique (1983) – The Annals of Statistics | Metascience Observatory Explorer