The moment index of minima. II.

DOI10.1016/j.spl.2005.10.013zbMath1095.62017OpenAlexW2000553533MaRDI QIDQ2493804

Charles M. Goldie, Daryl J. Daley

Publication date: 16 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.10.013

zbMATH Keywords

regular variationmoment indexexponential indexincreasingly sparse discrete supportmoment index inequalitiesspecial example of random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Structural interpretation and derivation of necessary and sufficient conditions for delay moments in FIFO multiserver queues ⋮ On the order of functions at infinity ⋮ Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices ⋮ Case-deletion importance sampling estimators: central limit theorems and related results ⋮ Large deviations of means of heavy-tailed random variables with finite moments of all orders ⋮ On perpetuities with light tails

Cites Work

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• Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
• The moment index of minima
• Necessary and Sufficient Conditions for Delay Moments in FIFO Multiserver Queues with an Application Comparing s Slow Servers with One Fast One
• Diverging Moments and Parameter Estimation

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