Asymptotics of the sample coefficient of variation and the sample dispersion

DOI10.1016/j.jspi.2009.03.026zbMath1177.62065OpenAlexW1966744784MaRDI QIDQ1039473

Sophie A. Ladoucette, Jozef L. Teugels, Hansjoerg Albrecher

Publication date: 30 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/notice/serval:BIB_A5E97B82B245

zbMATH Keywords

extreme value theoryStudent \(t\)-statisticweak limit theoremsdomain of attraction of stable lawsfunctions of regular variationsample dispersion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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