| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7375389 | Physica A: Statistical Mechanics and its Applications | 2018 | 24 Pages |
Abstract
Finally, for fat-tailed data, we provide a simple correction mechanism to the small sample bias of the nonparametric estimator based on the distance between the mode and the mean of its asymptotic distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Andrea Fontanari, Nassim Nicholas Taleb, Pasquale Cirillo,