On Tail Categorization of Probability Laws

DOI10.2307/2291417MaRDI QIDQ3128776zbMATH OpenOpenAlexFDO

Authors Javier Rojo

Publication date 4 November 1997

Full work available at URL https://doi.org/10.2307/2291417

zbMATH Keywords

regular variationtail behaviorcharacterizationhazard functionclassification schemeclosure propertiesexistence of momentsmoment generating functionsslowly varyingdensity quantile functionlimiting behavior of extreme spacingsrapidly varyingtail orderings

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(7)

• Generalized q -logistic distribution
• A pentatonic classification of extreme events
• On Estimating The Quantile Function For Distributions Constrained by Star-Shaped Ordering
• Wavelet variances for heavy-tailed time series
• Classification of Probability Laws by Tail Behavior
• Multicomponent stress-strength reliability based on a right long-tailed distribution
• Tail exponent estimation via broadband log density-quantile regression

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