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I am deeply indepted toJohn Tukey whose advice and ideas have deeply affected this paper. I am also grateful toMichael Godfrey, Stephen Goldfeld andHale Trotter for much valuable advice and criticism. Acknowledgement is made to National Science Foundation Grants NSF-GS551 and NSF-G24462 for support.
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Quandt, R.E. Old and new methods of estimation and the pareto distribution. Metrika 10, 55–82 (1966). https://doi.org/10.1007/BF02613419
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DOI: https://doi.org/10.1007/BF02613419