New examples of heavy-tailed O-subexponential distributions and related closure properties
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Publication:419144
DOI10.1016/j.spl.2011.12.011zbMath1242.60014OpenAlexW1988185032MaRDI QIDQ419144
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.011
heavy-tailed distributionsubexponential distributionclosure propertylong-tailed distributionO-subexponential distribution
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Cites Work
- Lower limits and equivalences for convolution tails
- Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
- Asymptotic ordering of distribution functions and convolution semigroups
- Infinite divisibility and generalized subexponentiality
- Some new results on the subexponential class
- On the non-closure under convolution of the subexponential family
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