Estimating the mean of a heavy tailed distribution

Liang Peng

Statistics & Probability Letters, 2001, vol. 52, issue 3, 255-264

Abstract: For the estimation of the mean of a heavy tailed distribution with tail index -[alpha] 1.

Keywords: Heavy; tails; Normal; distribution; Stable; law; Trimmed; mean (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (14)

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