The problem of estimating the exponent of a stable law is receiving an increasing amount of attention because Pareto's law (or Zipf's law) describes many biological phenomena very well (see e.g. Hill ...
In this paper the asymptotic behaviors of the Bayes test and Bayes risk are studied in both the one-sided and two-sided testing problems, where the independent observations are taken from one member ...
For a static model of n individuals generated by heavy-tailed losses, under the assumption that there exist asymptotic independence and dependence structures between the losses, we derive asymptotic ...
Kohlberg, Elon, and Abraham Neyman. "Asymptotic Behavior of Nonexpansive Mappings in Normed Linear Spaces." Art. 38. Israel Journal of Mathematics 38, no. 4 (December 1981): 269–275.