The Greenwood statistic, stochastic dominance, clustering and heavy tails (Q5872957)

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scientific article; zbMATH DE number 7638431
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The Greenwood statistic, stochastic dominance, clustering and heavy tails
scientific article; zbMATH DE number 7638431

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    The Greenwood statistic, stochastic dominance, clustering and heavy tails (English)
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    5 January 2023
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    clustering
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    coefficient of wariation
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    extremes
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    generalizzed Pareto distribution
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    heavy-tailed distribution
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    heterogeneity
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    self-normalized sum
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    stochastic orders
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    testing exponentiality
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