The Greenwood statistic, stochastic dominance, clustering and heavy tails

DOI10.1111/SJOS.12520OpenAlexW3130580751MaRDI QIDQ5872957FDOQ5872957

Authors: Marek Arendarczyk, Tomasz J. Kozubowski, Anna K. Panorska 

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12520

zbMATH Keywords

clusteringheterogeneityextremesstochastic ordersheavy-tailed distributionself-normalized sumtesting exponentialitycoefficient of wariationgeneralizzed Pareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (3)

• Transform orders and stochastic monotonicity of statistical functionals
• Modified Greenwood statistic and its application for statistical testing
• A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic

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