## Critical moment order

This matlab library provides a set of estimator for the critical moment order for log-normal distribution and other log-power exponential distributions. These random variable can be decomposed as X= exp(Y), where the probability density function of Y, p_Y, is such that p_Y'(y) / p_Y(y) converges towards a finite constant ρ. For a finite number of samples, the empirical estimator
of moments is faithful only up to a critical order q_c. For ρ>1, this critical moment order grow extremely slowly with the
number of samples n:
q_c(n) = L(ln n) (ln n)^{1-1/ρ}.
It is therefore very useful to have a estimator for ρ and the critical order q_c.

The source code and supplementary information are available on the github repository.