Methods to Distinguish Between Polynomial and Exponential Tails
Article first published online: 2 JAN 2014
© 2014 Board of the Foundation of the Scandinavian Journal of Statistics.
Scandinavian Journal of Statistics
Volume 41, Issue 2, pages 382–393, June 2014
How to Cite
Castillo, J. D., Daoudi, J. and Lockhart, R. (2014), Methods to Distinguish Between Polynomial and Exponential Tails. Scandinavian Journal of Statistics, 41: 382–393. doi: 10.1111/sjos.12037
- Issue published online: 6 MAY 2014
- Article first published online: 2 JAN 2014
- Manuscript Accepted: 12 AUG 2013
- Manuscript Revised: 31 JUL 2013
- Manuscript Received: 25 NOV 2011
Additional information for this article is available online including Appendix S1. This Appendix provides the R code to produce coefficient of variation (CV) plots. As an example, Fig. 2 S1 shows the CV-plot for a sample of size 1000 of the absolute values of the Student distribution t4.
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