Methods

Method pages describe diagnostics, estimators, and modeling moves that recur across fat-tail arguments.

• Moment estimation and its limits

• Hill Estimator

• Plug-In Tail Estimation

• Tail Threshold Selection

• Survival Tail Ratio

• Maximum entropy and power tails

• Iso-Density Tail Geometry

• Max-to-Sum Ratio

• Body, Shoulders, and Tails

• Extreme Value Index

• Asymmetric payoffs and exposure

• Size and decentralized exposure

Return to the Incerto reading paths, or browse the theorem, method, and distribution indexes.