The asymptotics of L-statistics for non i.i.d. variables with heavy tails

zbMATH Open1260.62030MaRDI QIDQ4915076FDOQ4915076

Authors: A. Barczyk, Markus Pauly, Arnold Janssen 

Publication date: 16 April 2013

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=31.2&nrA=7&ppB=285&ppE=299

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zbMATH Keywords

order statisticsstable lawshift-compactnessnon i.i.d. array

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited In (4)

• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
• Asymptotic analysis of generalized Greenwood statistics for very heavy tails
• The influence of sequential extremal processes on the partial sum process
• Asymptotic distributions for weighted power sums of extreme values

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