Taylor's law and heavy-tailed distributions

被引:1
|
作者
Lindquist, W. Brent [1 ]
Rachev, Svetlozar T. [1 ]
机构
[1] Texas Tech Univ, Dept Math & Stat, Lubbock, TX 79409 USA
关键词
D O I
10.1073/pnas.2118893118
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
引用
收藏
页数:3
相关论文
共 50 条
  • [1] Heavy-tailed distributions, correlations, kurtosis and Taylor's Law of fluctuation scaling
    Cohen, Joel E.
    Davis, Richard A.
    Samorodnitsky, Gennady
    [J]. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2020, 476 (2244):
  • [2] Taylor's law of fluctuation scaling for semivariances and higher moments of heavy-tailed data
    Brown, Mark
    Cohen, Joel E.
    Tang, Chuan-Fa
    Yam, Sheung Chi Phillip
    [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2021, 118 (46)
  • [3] Heavy-tailed distributions and their applications
    Su, C
    Tang, QH
    [J]. PROBABILITY, FINANCE AND INSURANCE, 2004, : 218 - 236
  • [4] Heavy-tailed log hydraulic conductivity distributions imply heavy-tailed log velocity distributions
    Kohlbecker, MV
    Wheatcraft, SW
    Meerschaert, MM
    [J]. WATER RESOURCES RESEARCH, 2006, 42 (04)
  • [5] COVID-19 cases and deaths in the United States follow Taylor's law for heavy-tailed distributions with infinite variance
    Cohen, Joel E.
    Davis, Richard A.
    Samorodnitsky, Gennady
    [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2022, 119 (38)
  • [6] Law of Large Numbers, Heavy-Tailed Distributions, and the Recent Financial Crisis
    Vidyasagar, Mathukumalli
    [J]. PERSPECTIVES IN MATHEMATICAL SYSTEM THEORY, CONTROL, AND SIGNAL PROCESSING, 2010, 398 : 285 - 295
  • [7] A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
    Cornea-Madeira, Adriana
    Davidson, Russell
    [J]. ECONOMETRIC THEORY, 2015, 31 (03) : 449 - 470
  • [8] ON THE ACCURACY OF INFERENCE ON HEAVY-TAILED DISTRIBUTIONS
    Novak, S. Y.
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2014, 58 (03) : 509 - U202
  • [9] Estimating the Mean of Heavy-Tailed Distributions
    Joachim Johansson
    [J]. Extremes, 2003, 6 (2) : 91 - 109
  • [10] Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions
    Francq, Christian
    Zakoian, Jean-Michel
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2013, 31 (04) : 412 - 425