A simple nonparametric test for the existence of finite moments
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More about this item
KeywordsHeavy tails; tail index; finite moment; test; consistency;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-19 (All new papers)
- NEP-ECM-2015-08-19 (Econometrics)
- NEP-ORE-2015-08-19 (Operations Research)
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