New results for tails of probability distributions according to their asymptotic decay

DOI10.1016/J.SPL.2015.10.018zbMATH Open1329.60084OpenAlexW4301221189MaRDI QIDQ899659FDOQ899659

Meitner Cadena, Marie Kratz

Publication date: 30 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.10.018

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zbMATH Keywords

tail behaviorprobability distributionsregularly varying functionsasymptotic decayPickands-Balkema-de Haan theoremmaximum domains of attraction

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Cites Work

• Extreme value theory. An introduction.
• Title not available (Why is that?)
• Sur la distribution limite du terme maximum d'une série aléatoire
• Stochastic orders
• Title not available (Why is that?)
• Title not available (Why is that?)
• Subexponential distributions and dominated-variation tails
• A note on Tauberian Theorems of Exponential Type
• Regularly varying probability densities

Cited In (5)

• Characterization of a general class of tail probability distributions
• On the order of functions at infinity
• Why scoring functions cannot assess tail properties
• A new class of skew distributions with climate data analysis
• On functions bounded by Karamata functions

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