ESTIMATING THE STABLE INDEX-ALPHA IN ORDER TO MEASURE TAIL THICKNESS - A CRITIQUE

被引：215

作者：

DUMOUCHEL, WH

机构：

来源：

ANNALS OF STATISTICS | 1983年 / 11卷 / 04期

关键词：

D O I：

10.1214/aos/1176346318

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

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页码：1019 / 1031

页数：13

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