Big Outliers Versus Heavy Tails: what to use?
Statistics Theory
2016-11-17 v1 Statistics Theory
Abstract
A possibility to give strong mathematical definitions of outliers and heavy tailed distributions or their modification is discussed. Some alternatives for the notion of tail index are proposed. Key words: outliers, heavy tails, tail index.
Cite
@article{arxiv.1611.05410,
title = {Big Outliers Versus Heavy Tails: what to use?},
author = {Lev B. Klebanov},
journal= {arXiv preprint arXiv:1611.05410},
year = {2016}
}