On the problem of inference for inequality measures for heavy‐tailed distributions

JOURNAL ARTICLE published 1 February 2012 in The Econometrics Journal

Authors: Christian Schluter

Generalized processor sharing with light-tailed and heavy-tailed input

JOURNAL ARTICLE published October 2003 in IEEE/ACM Transactions on Networking

Authors: S. Borst | M. Mandjes | M. van Uitert

Financial Economics, Fat-Tailed Distributions

REFERENCE ENTRY published in SpringerReference

Application of Extreme Value Theory to Estimate Tail Thickness for Asset Return Distributions

BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management

Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions

JOURNAL ARTICLE published 1 August 2022 in The Annals of Applied Probability

Authors: Sayan Banerjee | Amarjit Budhiraja | Amber L. Puha

Second-order heavy-tailed distributions and tail analysis

JOURNAL ARTICLE published July 2006 in IEEE Transactions on Signal Processing

Authors: T.C. Aysal | K.E. Barner

Distinguishing subsampled power laws from other heavy-tailed distributions

JOURNAL ARTICLE published 8 May 2024 in Physical Review E

Authors: Silja Sormunen | Lasse Leskelä | Jari Saramäki

Latest developments on heavy-tailed distributions

JOURNAL ARTICLE published February 2013 in Journal of Econometrics

Authors: Marc Paolella | Eric Renault | Gennady Samorodnitsky | David Veredas

Heavy-Tailed Distributions, GARCH Model and the Stock Market Returns in South Korea

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yoon Hong | Ji-chul Lee | Ding Guoping

The Generalized Hyperbolic Distribution

BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management

Approximating expected shortfall for heavy-tailed distributions

JOURNAL ARTICLE published October 2018 in Econometrics and Statistics

Authors: Simon A. Broda | Jochen Krause | Marc S. Paolella

User-Friendly Covariance Estimation for Heavy-Tailed Distributions

JOURNAL ARTICLE published 1 August 2019 in Statistical Science

Authors: Yuan Ke | Stanislav Minsker | Zhao Ren | Qiang Sun | Wen-Xin Zhou

Fitting phase–type scale mixtures to heavy–tailed data and distributions

JOURNAL ARTICLE published June 2018 in Extremes

Authors: Mogens Bladt | Leonardo Rojas-Nandayapa

An Introduction to Heavy-Tailed and Subexponential Distributions

BOOK published 2013 in Springer Series in Operations Research and Financial Engineering

Authors: Sergey Foss | Dmitry Korshunov | Stan Zachary

POWER LAWS AND OTHER HEAVY-TAILED DISTRIBUTIONS IN LINGUISTIC TYPOLOGY

JOURNAL ARTICLE published May 2012 in Advances in Complex Systems

Authors: GERHARD JÄGER

Asymptotic results for heavy-tailed distributions using defective renewal equations

JOURNAL ARTICLE published March 2009 in Statistics & Probability Letters

Authors: Georgios Psarrakos

Optimal covariance cleaning for heavy-tailed distributions: Insights from information theory

JOURNAL ARTICLE published 27 November 2023 in Physical Review E

Authors: Christian Bongiorno | Marco Berritta

Flexible Heavy Tailed Distributions for Big Data

JOURNAL ARTICLE published September 2017 in Annals of Data Science

Authors: Yuanyuan Zhang | Saralees Nadarajah

Heavy Tailed Distributions of Effect Sizes in Systematic Reviews of Complex Interventions

JOURNAL ARTICLE published 27 March 2012 in PLoS ONE

Authors: Christopher Burton

Editors: Pedro Antonio Valdes-Sosa

Performance Evaluation with Heavy Tailed Distributions

BOOK CHAPTER published 2000 in Computer Performance Evaluation.Modelling Techniques and Tools

Authors: Mark E. Crovella