How Much Data Do You Need? An Operational, Pre-Asymptotic Metric for Fat-tailedness

Implementation https://arxiv.org/abs/1802.05495

Additional links:

• https://www.youtube.com/playlist?list=PLz-ep5RbHosVrT89BRNX-IGKHYxvx9wqi
• https://fumin.github.io/notes/statistics/
• https://arxiv.org/abs/2001.10488