8 - Estimating Power-Law Distributions: Listen to the Body
from Part III - Estimation
Published online by Cambridge University Press: 17 May 2022
Summary
Classical approaches for parametric estimation of power-laws distributions are presented, including (weighted) linear regression and maximum likelihood estimation.
- Type
- Chapter
- Information
- The Fundamentals of Heavy TailsProperties, Emergence, and Estimation, pp. 177 - 196Publisher: Cambridge University PressPrint publication year: 2022