Heavy-tailed Distributions
Heavy-Tailed Distributions is a probability distribution characterized by a higher likelihood of extreme values compared to light-tailed distributions such as the normal distribution, exhibiting slower decay in the tails of the distribution function.
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2017–2026
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Variants
Fat-tailed Distributions
Parents
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Statistical Inference Using Extreme Order Statistics
James Pickands · The Annals of Statistics · 1975 · 3.6K citations
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Centre National de la Recherche Scientifique
Paris, France
36 h-index
132 publications
10.6K citations
Universidade de São Paulo
São Paulo, Brazil
23 h-index
47 publications
3K citations

Cornell University
Ithaca, United States
23 h-index
52 publications
4.1K citations
Columbia University
New York, United States
19 h-index
46 publications
1.7K citations
Stanford University
Stanford, United States
19 h-index
31 publications
2.9K citations
Carnegie Mellon University
Pittsburgh, United States
18 h-index
37 publications
2.7K citations
Georgia Institute of Technology
Atlanta, United States
18 h-index
39 publications
2.1K citations
Princeton University
Princeton, United States
18 h-index
33 publications
2.1K citations
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Repository · 75 publications · 2K citations
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