Characterization of a general class of tail probability distributions
DOI10.1016/j.spl.2019.108553zbMath1458.62060OpenAlexW2964146183WikidataQ127456855 ScholiaQ127456855MaRDI QIDQ2273719
Meitner Cadena, Edward Omey, Marie F. Kratz
Publication date: 25 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.108553
Laplace transformprobability distributionregularly varying functionKaramata functionssemi-exponential tail distribution
Exact distribution theory in statistics (62E15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Large deviations (60F10) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)
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