When Heavy Tails Disrupt Statistical Inference

IF 1.8 4区数学 Q1 STATISTICS & PROBABILITY American Statistician Pub Date : 2024-09-10 DOI:10.1080/00031305.2024.2402898

Richard M. Vogel, Simon Michael Papalexiou, Jonathan R. Lamontagne, Flannery Dolan

引用次数: 0

Abstract

Heavy tails (HT) arise in many applications and their presence can disrupt statistical inference, yet the HT statistical literature requires a theoretical background most practicing statisticians l...

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

当沉重的尾巴扰乱统计推断时

重尾（HT）在许多应用中都会出现，它们的存在会扰乱统计推断，然而重尾统计文献需要大多数实际统计人员具备一定的理论背景。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文去求助

来源期刊

American Statistician 数学-统计学与概率论

CiteScore

3.50

自引率

5.60%

发文量

审稿时长

>12 weeks

期刊介绍： Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.

期刊最新文献

Causal Inference with Complex Surveys: A Unified Perspective on Sample Selection and Exposure Selection Performance Analysis of NSUM Estimators in Social-Network Topologies Cross-validatory Z-Residual for Diagnosing Shared Frailty Models A Pareto tail plot without moment restrictions Sparse-group boosting: Unbiased group and variable selection