IPO estimation of heaviness of the distribution beyond regularly varying tails
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DOI: 10.1080/07362994.2019.1647786
Abstract: Abstract We introduce a completely novel method for estimation of the parameter which governs the tail behavior of the cumulative distribution function of the observed random variable. We call it Inverse Probabilities for p-Outside values… read more here.
Keywords: varying tails; estimation; estimation heaviness; ipo estimation ... See more keywords