F. Tang

collaborators

2 papers

math.PR2022

Convergence Rate of Sample Mean for $φ$ -Mixing Random Variables with Heavy-Tailed Distributions

F. Q. Tang, D. Han

This article studies the convergence rate of the sample mean for $φ$ -mixing dependent random variables with finite means and infinite variances. Dividing the sample mean into sum o…

math.ST2022

A new method for estimating the tail index using truncated sample sequence

F. Q. Tang, D. Han

This article proposes a new method of truncated estimation to estimate the tail index $α$ of the extremely heavy-tailed distribution with infinite mean or variance. We not only pre…

Convergence Rate of Sample Mean for φ-Mixing Random Variables with Heavy-Tailed Distributions

A new method for estimating the tail index using truncated sample sequence

Convergence Rate of Sample Mean for $φ$ -Mixing Random Variables with Heavy-Tailed Distributions