Convergence to a stable distribution via order statistics

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Probability theory on algebraic and topological structures (60B99) Sums of independent random variables; random walks (60G50)

Cited In (86)

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
Stable Measure of a Small Ball
A simple robust estimation method for the thickness of heavy tails
On convergence of empirical point processes
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 version of Chevet's theorem for stable processes
A functional limit theorem for dependent sequences with infinite variance stable limits
Selection from a stable box
Estimation of and inference about the expected shortfall for time series with infinite variance
Operator stable laws: Series representations and domains of normal attraction
Circulant type matrices with heavy tailed entries
Extremal limit theorems for observations separated by random power law waiting times
On the estimation of a changepoint in a tail index
Series representation for operator semistable laws and domains of normal attraction
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
When is the Student \(t\)-statistic asymptotically standard normal?
Sieve-based inference for infinite-variance linear processes
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
Series representation for semistable laws and their domains of semistable attraction
Coalescence in the recent past in rapidly growing populations
Max-stable random sup-measures with comonotonic tail dependence
Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
Bootstrapping convex hulls
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
An alternative to the \(m\) out of \(n\) bootstrap
Spectrum of non-Hermitian heavy tailed random matrices
Spectrum of large random reversible Markov chains: heavy-tailed weights on the complete graph
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
Information quantities in non-classical settings
Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
Convergence of self-normalized generalized \(U\)-statistics
Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
The measure of a translated ball in uniformly convex spaces
Series Representation of Time-Stable Stochastic Processes
Series expansions of multiple Lévy integrals
Trimmed sums of i.i.d. Banach space valued random variables
On the empirical measure of the Fourier coefficients with infinite variance data
Non-central limit theorems for random selections
Sparsity and non-Euclidean embeddings
Several modifications of DPR estimator of the tail index
A version of Chevet's theorem for stable processes
Asymptotic theory for bootstrapping the extremes
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
Point processes associated with stationary stable processes
Limit distributions of Studentized means.
A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
On two approaches to approximation of multidimensional stable laws
Trimmed Lévy processes and their extremal components
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 \({\ell_r^N}\)
Bounds for the accuracy of Poissonian approximations of stable laws
More on \(P\)-stable convex sets in Banach spaces
On the peeling procedure applied to a Poisson point process
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
Limit theorems for stable processes with application to spectral density estimation
A new proof for the Lévy construction of second kind for stable laws
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
On the central limit theorem for modulus trimmed sums
Strong approximation and a central limit theorem for St. Petersburg sums
Dynamic phase diagram of the REM
Asymptotic analysis of generalized Greenwood statistics for very heavy tails
Ratios of ordered points of point processes with regularly varying intensity measures
Extremes of \(q\)-Ornstein-Uhlenbeck processes
A review of more than one hundred Pareto-tail index estimators
Anderson Inequality is Strict for Gaussian and Stable Measures
Refining the central limit theorem approximation via extreme value theory
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws
The \(K\)-process on a tree as a scaling limit of the GREM-like trap model
Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
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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