On the identification of Dragon Kings among extreme-valued outliers
Extreme values of earth, environmental, ecological, physical, biological, financial and other variables often form outliers to heavy tails of empirical frequency distributions. Quite commonly such tails are approximated by stretched exponential, log-normal or power functions. Recently there has been...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2013-07-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/20/549/2013/npg-20-549-2013.pdf |