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Subsampling the distribution of diverging statistics with applications to finance

โœ Scribed by Patrice Bertail; Christian Haefke; Dimitris N. Politis; Halbert White


Book ID
108432705
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
520 KB
Volume
120
Category
Article
ISSN
0304-4076

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โœ Christian Kleiber ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 108 KB

Based on a necessary condition for variability ordering of distributions with regularly varying tails it is shown that, for such distributions, order statistics from the same sample are not comparable in the sense of several well-known variability orders. General restrictions in the two-sample case