Statistical inference in the presence of heavy tails
研究了在数据具有重尾特征时如何进行可靠的统计推断，对处理金融、经济等领域的极端值数据有参考价值。
Journal Article Statistical inference in the presence of heavy tails Get access Russell Davidson Russell Davidson Department of Economics and CIREQ, McGill University, Montréal, Québec, Canada H3A 2T7GREQAM, Centre de la Vieille Charité, 2 Rue de la Charité, 13236 Marseille cedex 02, France Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 15, Issue 1, 1 February 2012, Pages C31–C53, https://doi.org/10.1111/j.1368-423X.2010.00340.x Published: 24 February 2012 Article history Received: 01 August 2010 Accepted: 01 December 2010 Published: 24 February 2012