The Greenwood statistic, stochastic dominance, clustering and heavy tails

Author:

Arendarczyk Marek1,Kozubowski Tomasz J.2,Panorska Anna K.2ORCID

Affiliation:

1. Institute of Mathematics University of Wrocław Wrocław Poland

2. Department of Mathematics & Statistics University of Nevada Reno Nevada USA

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference43 articles.

1. Parameter Estimation for the Truncated Pareto Distribution

2. Asymptotics of the sample coefficient of variation and the sample dispersion

3. Arendarczyk M. Kozubowski T. J. &Panorska A. K.(2020). A computational approach to confidence intervals and testing for generalized Pareto tail index based on greenwood statistic working paper.

4. Residual Life Time at Great Age

5. Testing for Departure from the Exponential Distribution

Cited by 3 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. Transform orders and stochastic monotonicity of statistical functionals;Scandinavian Journal of Statistics;2023-01-13

2. Asymptotic analysis of generalized Greenwood statistics for very heavy tails;Statistics & Probability Letters;2022-06

3. Asymptotics for Kendall’s renewal function;Latin American Journal of Probability and Mathematical Statistics;2022

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