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A graphical diagnostic for heavy tailed data
Applied Stochastic Models in Business and Industry ( IF 1.3 ) Pub Date : 2020-11-05 , DOI: 10.1002/asmb.2590
John P. Nolan 1
Affiliation  

Graphical diagnostics are described for general heavy tailed data. This tool allows for a model free assessment of the tails of a univariate dataset a transform on the tails of the data. In addition, one can add to the basic plots comparisons of a dataset to multiple models. Multivariate extensions are described using an ordering based on distance from a center.

中文翻译:

图形化诊断,用于重尾数据

描述了用于一般重尾数据的图形诊断。该工具允许对单变量数据集的尾部进行无模型评估,并对数据的尾部进行转换。此外,可以将基本数据集与多个模型的比较添加到比较中。使用基于到中心的距离的排序来描述多元扩展。
更新日期:2020-12-20
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