Some Limit Results for Pareto Random Variables

DOI10.1080/03610926.2011.650271zbMath1287.60037OpenAlexW2009758041MaRDI QIDQ2873932

Yan-Ling Wang, Xinwen Ma, Yu Miao

Publication date: 28 January 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.650271

zbMATH Keywords

large deviationsmaximum of sumsPareto random variable

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (2)

Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence ⋮ Complete convergence for arrays of ratios of order statistics

Cites Work

• Large deviations for dependent heavy tailed random variables
• Limit theorems for randomly selected adjacent order statistics from a Pareto distribution
• Exact Laws for Sums of Order Statistics from a Generalized Pareto Distribution
• A Generalization of an Inequality of Lévy

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