Tail behavior of the Laplace and logistic distributions

DOI10.1515/ROSE.2009.009MaRDI QIDQ3077692zbMATH OpenOpenAlexFDO

Authors Peng Zuoxiang, Tong Bin, Saralees Nadarajah

Publication date 22 February 2011

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2009.009

zbMATH Keywords

Mills' ratioStudent's t-distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites work

• A time-series model using asymmetric Laplace distribution
• An Asymptotic Expansion for the Tail Area of the t-Distribution
• Asymptotic Tail Properties of Student'st-Distribution
• Bounds for the t-tail area
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• Note on an extension of rational bounds for the t-tail area to arbitrary degrees of freedom
• Some generalizations of the Laplace distribution

Cited in

(4)

• On the Laplace transforms of logconcave densities
• Classification of Probability Laws by Tail Behavior
• Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions
• Predicting PDF tails in systems with logarithmic non-linearity

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