On Comparison of the Tail Index of Heavy Tail Distributions Using Pitman’s Measure of Closeness
نویسندگان
چکیده
The objective of this paper is to compare estimators which are a function of sample averages (a modification of Fan's estimators) based on different sample sizes for all symmetric stable distributions with exponent α (0 < α ≤ 2), according to the Pitman's measure of closeness criterion.
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