Leptoanthropology. Derives from three parts: lepto (small or thin/slender) + anthropos (mankind or man) + logy (a branch of learning, studying a particular topic).
So leptoanthropology would be the study of slender men. Or, since there is only one (we think), the study of the Slender Man.
One must be careful in the field of leptoanthropology, since many researchers have lost their lives and sanity in pursuit of knowledge.
Let us be careful, as well as quick and clever.
And let us never forget: when we study it, it studies us.