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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