Classification of Probability Laws by Tail Behavior

DOI10.2307/2288727zbMath0548.62019OpenAlexW4252816547MaRDI QIDQ3339936

Eugene F. Schuster

Publication date: 1984

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

zbMATH Keywords

extreme-value theoryextreme spacingsdensity-quantile tail exponent classification

Mathematics Subject Classification ID

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

Related Items

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