Exact Laws for Sums of Order Statistics from a Generalized Pareto Distribution

DOI10.1081/SAP-120028604MaRDI QIDQ3158151zbMATH OpenOpenAlexFDO

Authors

Publication date 20 January 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120028604

zbMATH Keywords

generalized Pareto distributionstrong law of large numberslaw of the iterated logarithmweak law of large numbersweighted sum of order statisticsexact law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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