Učitavanje...
Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
Pillai & Meng (Pillai & Meng 2016 Ann. Stat. 44, 2089–2097; p. 2091) speculated that ‘the dependence among [random variables, rvs] can be overwhelmed by the heaviness of their marginal tails ·· ·’. We give examples of statistical models that support this speculation. While under natural cond...
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| Izdano u: | Proc Math Phys Eng Sci |
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| Glavni autori: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
The Royal Society Publishing
2020
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| Teme: | |
| Online pristup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7776978/ https://ncbi.nlm.nih.gov/pubmed/33408562 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rspa.2020.0610 |
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