Truncated Moments for Heavy-Tailed and Related Distribution Classes

Truncated Moments for Heavy-Tailed and Related Distribution Classes

Suppose that <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>ξ</mi><mo>+</mo></msup></semantics></math></inline-formula> is the positive part of a random...

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Bibliographic Details
Main Authors: Saulius Paukštys, Jonas Šiaulys, Remigijus Leipus
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Mathematics
Subjects:
truncated moment
alternative moment formula
heavy-tailed distribution
dominated variation
consistent variation
regular variation
Online Access:https://www.mdpi.com/2227-7390/11/9/2172

Internet

https://www.mdpi.com/2227-7390/11/9/2172

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