Exact Laws for Sums of Order Statistics from a Generalized Pareto Distribution

DOI10.1081/SAP-120028604zbMath1062.60025OpenAlexW2030754754MaRDI QIDQ3158151

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Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120028604

zbMATH Keywords

strong law of large numberslaw of the iterated logarithmweak law of large numbersgeneralized Pareto distributionweighted sum of order statisticsexact law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Some Limit Results for Pareto Random Variables

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