Year
2019
Authors
KRATZ Marie, CADENA M., OMEY E.
Abstract
Recently, new classes of positive and measurable functions, M(ρ) and M(±∞), have been defined in terms of their asymptotic behavior at infinity, when normalized by a logarithm (Cadena et al., 2016–17). Looking for other suitable normalizing functions than logarithm seems quite natural. It is what is addressed here, studying general classes of distribution functions of the type limx→∞logU(x)H(x)=ρ≤0 for normalizing functions H such that limx→∞H(x)=∞.
CADENA, M., KRATZ, M. et OMEY, E. (2019). Characterization of a general class of tail probability distributions. Statistics and Probability Letters, 154, pp. 108553.