Asymptotic analysis of generalized Greenwood statistics for very heavy tails

Author:

Albrecher Hansjörg,García Flores BrandonORCID

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Asymptotics of the sample coefficient of variation and the sample dispersion;Albrecher;J. Statist. Plann. Inference,2010

2. Joint asymptotic distributions of smallest and largest insurance claims;Albrecher;Risks,2014

3. Asymptotic analysis of a measure of variation;Albrecher;Theory Probab. Math. Statist.,2006

4. A combinatorial identity for a problem in asymptotic statistics;Albrecher;Appl. Anal. Discrete Math.,2009

5. The greenwood statistic, stochastic dominance, clustering and heavy tails;Arendarczyk;Scand. J. Stat.,2021

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Modified Greenwood statistic and its application for statistical testing;Journal of Computational and Applied Mathematics;2024-12

2. Self-Normalization, Sample Autocorrelations and the Extremogram;Springer Series in Operations Research and Financial Engineering;2024

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