A graphical diagnostic for heavy tailed data

John P. Nolan

Applied Stochastic Models in Business and Industry, 2020, vol. 36, issue 6, 1080-1091

Abstract: Graphical diagnostics are described for general heavy tailed data. This tool allows for a model free assessment of the tails of a univariate dataset a transform on the tails of the data. In addition, one can add to the basic plots comparisons of a dataset to multiple models. Multivariate extensions are described using an ordering based on distance from a center.

Date: 2020
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/asmb.2590

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:36:y:2020:i:6:p:1080-1091

Access Statistics for this article

More articles in Applied Stochastic Models in Business and Industry from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().