Arashi, M.; Tabatabaey, S.M.M. - In: Statistics & Probability Letters 78 (2008) 14, pp. 2142-2153
Recently, many researchers have considered the use of heavy-tailed models for processing multiplicative economic and business data for validity of robustness. As a reliable justification, fat-tailed models contain outliers and extreme values reasonably well. In this paper, we assume in the...