Article ID Journal Published Year Pages File Type
1151331 Statistics & Probability Letters 2016 6 Pages PDF
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
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