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04/10/2021
Asymptotic distributions for weighted power sums of extreme values
Let X_1,n≤⋯≤ X_n,n be the order statistics of n independent random varia...
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04/27/2020
Limit laws for the norms of extremal samples
Let denote S_n(p) = k_n^-1∑_i=1^k_n( log (X_n+1-i,n / X_n-k_n, n) )^p, w...
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02/28/2020
Regression estimators for the tail index
We propose a class of weighted least squares estimators for the tail ind...
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02/28/2020