Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151331 | Statistics & Probability Letters | 2016 | 6 Pages |
Abstract
This paper provides new properties for tails of probability distributions belonging to a class defined according to the asymptotic decay of the tails. This class contains the one of regularly varying tails of distributions. The main results concern the relation between this larger class and the maximum domains of attraction of Fréchet and Gumbel.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Meitner Cadena, Marie Kratz,