The Greenwood statistic, stochastic dominance, clustering and heavy tails

DOI10.1111/SJOS.12520OpenAlexW3130580751MaRDI QIDQ5872957

Marek Arendarczyk, Tomasz J. Kozubowski, Anna K. Panorska

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12520

zbMATH Keywords

clusteringstochastic ordersheterogeneitytesting exponentialityheavy-tailed distributionextremesself-normalized sumcoefficient of wariationgeneralizzed Pareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Transform orders and stochastic monotonicity of statistical functionals ⋮ Unnamed Item

This page was built for publication: The Greenwood statistic, stochastic dominance, clustering and heavy tails