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More on the Normality of the Unbounded Product of Two Normal Operators
Unbounded operators. Selfadjoint and normal operators. Operator products
2012/2/29
Let $A$ and $B$ be two -non necessarily bounded- normal operators. We give conditions making their product normal. This is a continuation of recently obtained results on this subject.
Asymptotic normality of Hill Estimator for truncated data
heavy tails truncation second order regular variation
2010/12/9
The problem of estimating the tail index from truncated data is addressed in Chakrabarty and Samorodnitsky (2009). In that paper, a sample based (and hence random) choice of k is uggested,and it is sh...