The estimation of tail index for regular variation heavy-tailed distributions aroused our concern, many scholars proposed several methods, but all of them have some disadvantages.
正规变化重尾分布的尾部指数的估计方法有很多种,但都不同程度地存在一定的局限性。
The estimation of tail index for regular variation heavy-tailed distributions aroused our concern, many scholars proposed several methods, but all of them have some disadvantages.
正规变化重尾分布的尾部指数的估计方法有很多种,但都不同程度地存在一定的局限性。
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