Lecture

Heavy-Tailed Distributions

In course

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Description

This lecture covers the analysis of heavy-tailed distributions, focusing on fitting power-law tails, testing heavy tails quantitatively, and using the Hill estimator. It also discusses the convergence of Student-t distributions to Gaussian, the central limit theorem for distribution centers, and comparing different distributions using Vuong's closeness test.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_fl2tqf3j

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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