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

DOI10.1016/J.SPL.2015.10.018zbMath1329.60084OpenAlexW4301221189MaRDI QIDQ899659

Meitner Cadena, Marie F. 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

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) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Limit theorems in probability theory (60F99)

Related Items (5)

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic orders
• Sur la distribution limite du terme maximum d'une série aléatoire
• A note on Tauberian Theorems of Exponential Type
• Regularly varying probability densities
• Subexponential distributions and dominated-variation tails

This page was built for publication: New results for tails of probability distributions according to their asymptotic decay