Asymptotic distributions for weighted power sums of extreme values

DOI10.14232/ACTASM-020-323-9zbMath1488.60036arXiv2104.04863OpenAlexW3163166418MaRDI QIDQ3382928

Lillian Oluoch, László Viharos

Publication date: 22 September 2021

Published in: Acta Scientiarum Mathematicarum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.04863

zbMATH Keywords

regular variationtail indexmaximum domain of attractionweighted power sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)

Cites Work

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• Semi-parametric estimation for heavy tailed distributions
• A moment estimator for the index of an extreme-value distribution
• The asymptotic distribution of extreme sums
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• Estimators of the exponent of regular variation with universally normal asymptotic distributions
• Residual estimators

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