Model selection test for the heavy-tailed distributions under censored samples with application in financial data
Year of publication: |
September 2016
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Authors: | Panahi, Hanieh |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 4.2016, 4, p. 1-14
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Subject: | asymptotic distribution | censored sample | heavy-tailed distribution | model selection test | Tehran Stock Exchange | Theorie | Theory | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs4040024 [DOI] hdl:10419/167817 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C24 - Truncated and Censored Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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