Asymptotic analysis of generalized Greenwood statistics for very heavy tails

DOI10.1016/j.spl.2022.109429zbMath1484.62054OpenAlexW4213374748MaRDI QIDQ2128930

Brandon García Flores, Hansjoerg Albrecher

Publication date: 22 April 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109429

zbMATH Keywords

Pareto-type distributionsinfinite-mean modelsKaramata theory

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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