Publication:
Fast Tail Index Estimation for Power Law Distributions in R

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dc.contributor.authorMunasinghe, R
dc.contributor.authorKossinna, P
dc.contributor.authorJayasinghe, D
dc.contributor.authorWijeratne, D
dc.date.accessioned2022-04-25T10:59:19Z
dc.date.available2022-04-25T10:59:19Z
dc.date.issued2020-06-18
dc.description.abstractPower law distributions, in particular Pareto distributions, describe data across diverse areas of study. We have developed a package in R to estimate the tail index for such datasets focusing on speed (in particular with large datasets), keeping in mind ease of use, as well as accuracy. In this short article, we provide a user guide to our package along with the results obtained highlighting the speed advantages of our package.en_US
dc.identifier.citationarXiv:2006.10308 [stat.ME]en_US
dc.identifier.doidoi.org/10.48550/arXiv.2006.10308en_US
dc.identifier.urihttps://rda.sliit.lk/handle/123456789/2066
dc.language.isoenen_US
dc.relation.ispartofseriesarXiv preprint arXiv:2006.10308;
dc.subjectPower law distributionsen_US
dc.subjectfat tailed distributionsen_US
dc.subjectheavy tailed distributionsen_US
dc.subjectPareto distributionsen_US
dc.subjecttail indexen_US
dc.subjecttail estimationen_US
dc.subjectfast computationen_US
dc.titleFast Tail Index Estimation for Power Law Distributions in Ren_US
dc.typeArticleen_US
dspace.entity.typePublication

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