Finite Expectations
We propose a simple statistical test for determining whether a sample of extreme values has been drawn from a probability distribution with finite or infinite expectation.
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2025-12-14
- DOI
- https://doi.org/10.5281/zenodo.17929824
- Primary Topic
- Financial Risk and Volatility Modeling
- Type
- article
- Field-Weighted Citation Impact
- 0.00