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

MaRDI QIDQ4915076zbMATH OpenFDO

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

zbMATH Keywords

non i.i.d. arrayorder statisticsshift-compactnessstable law

Mathematics Subject Classification ID

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

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Cited in

(4)

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

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