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

DOI10.1081/SAP-120028604zbMATH Open1062.60025OpenAlexW2030754754MaRDI QIDQ3158151FDOQ3158151

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

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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)

Cited In (8)

• Exact laws for sums of ratios of order statistics from the Pareto distribution
• Title not available (Why is that?)
• Exact Strong Laws for Sums from Subsets of Maximal Order Statistics
• Title not available (Why is that?)
• Exact strong laws for functions from the bivariate Pareto distribution
• Title not available (Why is that?)
• Some Limit Results for Pareto Random Variables
• Title not available (Why is that?)

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