Literature DB >> 34893544

Taylor's law and heavy-tailed distributions.

W Brent Lindquist1, Svetlozar T Rachev1.   

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Year:  2021        PMID: 34893544      PMCID: PMC8685895          DOI: 10.1073/pnas.2118893118

Source DB:  PubMed          Journal:  Proc Natl Acad Sci U S A        ISSN: 0027-8424            Impact factor:   12.779


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  2 in total

1.  Heavy-tailed distributions, correlations, kurtosis and Taylor's Law of fluctuation scaling.

Authors:  Joel E Cohen; Richard A Davis; Gennady Samorodnitsky
Journal:  Proc Math Phys Eng Sci       Date:  2020-12-23       Impact factor: 2.704

2.  Taylor's law of fluctuation scaling for semivariances and higher moments of heavy-tailed data.

Authors:  Mark Brown; Joel E Cohen; Chuan-Fa Tang; Sheung Chi Phillip Yam
Journal:  Proc Natl Acad Sci U S A       Date:  2021-11-16       Impact factor: 11.205

  2 in total

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