Adriana Cornea

University of Exeter

Lecturer

Streatham Campus

Rennes Drive

Exeter, EX4 4ST

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Link of Moments Before and After Transformations, with an Application to Resampling from Fat-Tailed Distributions

Number of pages: 29 Posted: 15 Oct 2011 Last Revised: 28 Feb 2018
Karim M. Abadir and Adriana Cornea
Imperial College Business School and University of Exeter
Downloads 58 (365,772)

Abstract:

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characteristic function, bootstrap, moments, con fidence interval, infi nite variance, heavy tails, stable law, domain of attraction, expansion of functions, remainder's bound, complex analysis