More on \(p\)-stable convex sets in Banach spaces
From MaRDI portal
Publication:1975242
DOI10.1023/A:1007726708227zbMath0970.60023OpenAlexW77193391MaRDI QIDQ1975242
Yu. A. Davydov, Alfredas Račkauskas, Vygantas Paulauskas
Publication date: 16 October 2001
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1007726708227
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Geometry and structure of normed linear spaces (46B20) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11)
Related Items (14)
Heavy tail index estimation based on block order statistics ⋮ Bivariate statistical analysis of TCP-flow sizes and durations ⋮ On the estimation of a changepoint in a tail index ⋮ Several modifications of DPR estimator of the tail index ⋮ Asymptotic properties of generalized DPR statistic ⋮ Inference of high quantiles of a heavy-tailed distribution from block data ⋮ Estimation of the tail index in the max-aggregation scheme ⋮ On the tail index of a heavy tailed distribution ⋮ An estimator of heavy tail index through the generalized jackknife methodology ⋮ Local-maximum-based tail index estimator ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Absolute continuity and local limit theorems for homogeneous functionals of point processes ⋮ Remarks on random countable stable zonotopes ⋮ Maximum likelihood estimators in regression models with infinite variance innovations
This page was built for publication: More on \(p\)-stable convex sets in Banach spaces