Distinguishing Log-Concavity from Heavy Tails
Author:
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
http://www.mdpi.com/2227-9091/5/1/10/pdf
Reference25 articles.
1. Logconcavity versus Logconvexity: A Complete Characterization
2. Log-concavity and strong log-concavity: A review
3. Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
4. Limiting behaviour of constrained sums of two variables and the principle of a single big jump
5. Maximum likelihood estimation of a multi-dimensional log-concave density
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