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

DOI10.1016/J.SPL.2015.10.018MaRDI QIDQ899659zbMATH OpenOpenAlexFDO

Authors 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

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)

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• A note on Tauberian theorems of exponential type
• Extreme value theory. An introduction.
• Regularly varying probability densities
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• Subexponential distributions and dominated-variation tails
• Sur la distribution limite du terme maximum d'une série aléatoire

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