Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem

DOI10.1007/s10687-016-0267-zzbMath1370.26006OpenAlexW2464872961MaRDI QIDQ2363663

Mohamed El Arrouchi

Publication date: 25 July 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0267-z

zbMATH Keywords

record valuesregular variationself-neglectingBeurling's Tauberian theorem

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Tauberian theorems (40E05)

Related Items (4)

On the maximum likelihood estimation of extreme value index based on \(k\)-record values ⋮ Tauberian Korevaar ⋮ Asymptotic behavior of the joint record values, with applications ⋮ General regular variation, Popa groups and quantifier weakening

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• Extremal Processes
• A limit theorem for inter-record times
• On record values and record times
• On a General Tauberian Theorem

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