Convergence to a stable distribution via order statistics
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Cited in
(86)- Bounds for the accuracy of Poissonian approximations of stable laws
- More on \(P\)-stable convex sets in Banach spaces
- Distance in random graphs with infinite mean degrees
- Invariance properties of random vectors and stochastic processes based on the zonoid concept
- Trimmed stable AR(1) processes
- Estimating the Renewal Function When the Second Moment Is Infinite
- On the peeling procedure applied to a Poisson point process
- Stable Measure of a Small Ball
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence
- A family of random sup-measures with long-range dependence
- Inference for spatial autoregressive models with infinite variance noises
- On convergence of empirical point processes
- A simple robust estimation method for the thickness of heavy tails
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- On stochastic integral representation of stable processes with sample paths in Banach spaces
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Limit theorems for stable processes with application to spectral density estimation
- A version of Chevet's theorem for stable processes
- Selection from a stable box
- A new proof for the Lévy construction of second kind for stable laws
- Operator stable laws: Series representations and domains of normal attraction
- Circulant type matrices with heavy tailed entries
- Estimation of and inference about the expected shortfall for time series with infinite variance
- Extremal limit theorems for observations separated by random power law waiting times
- Strong approximation and a central limit theorem for St. Petersburg sums
- On the central limit theorem for modulus trimmed sums
- On the estimation of a changepoint in a tail index
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
- Series representation for operator semistable laws and domains of normal attraction
- Asymptotic analysis of generalized Greenwood statistics for very heavy tails
- Dynamic phase diagram of the REM
- Wild bootstrap of the sample mean in the infinite variance case
- How do bootstrap and permutation tests work?
- A rate of convergence in the Poissonian representation of stable distributions
- Around the circular law
- Ratios of ordered points of point processes with regularly varying intensity measures
- Sieve-based inference for infinite-variance linear processes
- When is the Student \(t\)-statistic asymptotically standard normal?
- A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
- \(M\)-estimation for a spatial unilateral autoregressive model with infinite variance innovations
- Coalescence in the recent past in rapidly growing populations
- Series representation for semistable laws and their domains of semistable attraction
- Max-stable random sup-measures with comonotonic tail dependence
- Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
- Extremes of \(q\)-Ornstein-Uhlenbeck processes
- On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
- A review of more than one hundred Pareto-tail index estimators
- Bootstrapping convex hulls
- Anderson Inequality is Strict for Gaussian and Stable Measures
- Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
- Refining the central limit theorem approximation via extreme value theory
- Spectrum of non-Hermitian heavy tailed random matrices
- An alternative to the \(m\) out of \(n\) bootstrap
- Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
- Spectrum of large random reversible Markov chains: heavy-tailed weights on the complete graph
- Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws
- Self-normalized Cramér-type large deviations for independent random variables.
- Bayesian-motivated tests of function fit and their asymptotic frequentist properties
- Convergence of point processes with weakly dependent points
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- Convergence of self-normalized generalized \(U\)-statistics
- Information quantities in non-classical settings
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
- The K-process on a tree as a scaling limit of the GREM-like trap model
- The measure of a translated ball in uniformly convex spaces
- Series expansions of multiple Lévy integrals
- Trimmed sums of i.i.d. Banach space valued random variables
- Series Representation of Time-Stable Stochastic Processes
- On the empirical measure of the Fourier coefficients with infinite variance data
- Non-central limit theorems for random selections
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
- Sparsity and non-Euclidean embeddings
- Several modifications of DPR estimator of the tail index
- A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
- Limit distributions of Studentized means.
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Point processes associated with stationary stable processes
- Asymptotic theory for bootstrapping the extremes
- A version of Chevet's theorem for stable processes
- On two approaches to approximation of multidimensional stable laws
- Functional limit theorems for sums of independent geometric Lévy processes
- Distributional representations and dominance of a Lévy process over its maximal jump processes
- Random embedding of \({\ell_p^n}\) into \({\ell_r^N}\)
- Trimmed Lévy processes and their extremal components
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
- Convergence to the maximum process of a fractional Brownian motion with shot noise
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