196 citations · 544 across the 24 of their papers we have counts for
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q-fin.ST2016
Stochastic Tail Exponent For Asymmetric Power Laws
Nassim Nicholas Taleb
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent having its own distribution. We show the effect of stochasticit…
stat.AP2016★ 1 cited
A Short Note on P-Value Hacking
Nassim Nicholas Taleb
We present the expected values from p-value hacking as a choice of the minimum p-value among independents tests, which can be considerably lower than the "true" p-value, even w…