Concepedia

Michael Grabchak

MG

13

Publications

294

Citations

10

H-Index

2010

Active since

Affiliations

University of North Carolina at Charlotte(Current)

Cornell University

Michael Grabchak is an author at University of North Carolina at Charlotte specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityBusinessEstimation TheoryStatistical InferenceEntropyFinanceData ScienceComputer Science

Publications per year

2010–2021

13

Publications

13

Do financial returns have finite or infinite variance? A paradox and an explanation

Michael Grabchak, Gennady Samorodnitsky · Quantitative Finance · 2010 · 61 citations

Empirical Finance, Economic Fluctuation, Financial Returns +16

The generalized Simpson’s entropy is a measure of biodiversity

Michael Grabchak, Éric Marcon, Gabriel Lang et al. · PLoS ONE · 2017 · 40 citations · Full text

Biodiversity Loss, Biodiversity, Engineering +13

On a new Class of Tempered Stable Distributions: Moments and Regular Variation

Michael Grabchak · Journal of Applied Probability · 2012 · 29 citations · Full text

Spectral Theory, Dirichlet Form, Engineering +12

Entropic representation and estimation of diversity indices

Zhiyi Zhang, Michael Grabchak · Journal of nonparametric statistics · 2016 · 28 citations · Full text

Mixture Distribution, Engineering, Machine Learning +14

Nonparametric Estimation of Küllback-Leibler Divergence

Zhiyi Zhang, Michael Grabchak · Neural Computation · 2014 · 27 citations

Density Estimation, Küllback-leibler Divergence, Engineering +12

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