Testing for (in)finite moments

Power-Law Distributions in Empirical Data

SIAM Review · 2009 · 7.4K citations · Full text

Power-law distributions in empirical data

Aaron Clauset, Cosma Rohilla Shalizi, M. E. J. Newman · Figshare · 2018 · 6.7K citations · Full text

A Simple General Approach to Inference About the Tail of a Distribution

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

Bayesian Statistic, Bayesian Statistics, Density Estimation +14

Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions

Richard C. Bradley · Probability Surveys · 2005 · 891 citations · Full text

Engineering, Open Questions, Disperse Flow +6

Extreme Value Theory: An Introduction

George Michailidis, Stilian Stoev · Technometrics · 2007 · 522 citations

Mathematical Economics, Economics, Business +2