Asymptotic analysis of generalized Greenwood statistics for very heavy tails
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Serval ID
serval:BIB_0189A3D06205
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Asymptotic analysis of generalized Greenwood statistics for very heavy tails
Journal
Statistics and Probability Letters
ISSN
0167-7152 (print)
Publication state
Published
Issued date
2022
Peer-reviewed
Oui
Volume
185
Pages
109429
Language
english
Abstract
We consider some variants of the classical Greenwood statistic and analyze their asymptotic properties for regularly varying random variables with arbitrary index of variation.
We also investigate the convergence rate of these asymptotics and study how many terms are asymptotically relevant for the resulting expressions. This naturally generalizes and unifies
some earlier results in the literature.
We also investigate the convergence rate of these asymptotics and study how many terms are asymptotically relevant for the resulting expressions. This naturally generalizes and unifies
some earlier results in the literature.
Create date
07/02/2022 16:50
Last modification date
03/03/2022 6:33
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