Classification of Probability Laws by Tail Behavior

DOI10.2307/2288727zbMATH Open0548.62019OpenAlexW4252816547MaRDI QIDQ3339936FDOQ3339936

Authors: Eugene F. Schuster 

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2288727

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zbMATH Keywords

extreme spacingsextreme-value theorydensity-quantile tail exponent classification

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric inference (62G99) Statistical distribution theory (62E99)

Cited In (15)

• Ordering probability distributions by tail behavior
• Subsampling quantile estimators and uniformity criteria
• Extremes,extreme spacings and outliers in the tukey and weibull families
• Asymptotic behaviour of reliability functions
• Multidimensional outlier-proneness of dependent data and the extremal index
• Distribuciones neutras, propensas y resistentes a datos atipicos
• Sufficient conditions for some transform orders based on the quantile density ratio
• The outlier behaviour of probability distributions
• A pentatonic classification of extreme events
• Generalized weibull family: a structural analysis
• A characterization of Bayesian robustness for a normal location parameter
• Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
• Multicomponent stress-strength reliability based on a right long-tailed distribution
• Tail exponent estimation via broadband log density-quantile regression
• On the efficiencies of some common quick estimators

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