The Anderson-Darling test of fit for the power law distribution from left censored samples
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- Steven H. Strogatz, 2001. "Exploring complex networks," Nature, Nature, vol. 410(6825), pages 268-276, March.
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- Politi, Mauro & Millot, Nicolas & Chakraborti, Anirban, 2012. "The near-extreme density of intraday log-returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 147-155.
- Fujimoto, Shouji & Ishikawa, Atushi & Mizuno, Takayuki & Watanabe, Tsutomu, 2011. "A new method for measuring tail exponents of firm size distributions," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-20.
- Mauro Politi & Nicolas Millot & Anirban Chakraborti, 2011. "The near-extreme density of intraday log-returns," Papers 1106.0039, arXiv.org.
- Afsin Sahin, 2023. "Testing Distributions in Banking Sector Loans with Different Computer Programs: An Experimental Analysis for Turkey," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 9(2), pages 145-158, April.
- Mauro Politi & Nicolas Millot & Anirban Chakraborti, 2011. "The near-extreme density of intraday log-returns," Post-Print hal-00827942, HAL.
- Yongli Li & Tianchen Wang & Baiqing Sun & Chao Liu, 2022. "Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-36, December.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2010-04-17 (Econometrics)
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