And a paper somewhat related: How Much Data Do You Need? A Pre-asymptotic Metric for Fat-tailedness [1] [1] https://arxiv.org/pdf/1802.05495.pdf https://arxiv.

And a paper somewhat related: How Much Data Do You Need? A Pre-asymptotic Metric for Fat-tailedness [1] [1] https://arxiv.org/pdf/1802.05495.pdf https://arxiv.org/pdf/1802.05495.pdf