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Journal articles (2016), Statistics and Probability Letters, 109, pp. 178-183

New Results for Tails of Probability Distributions According to Their Asymptotic Decay

CADENA M., KRATZ Marie

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. Link to the article

CADENA, M. and KRATZ, M. (2016). New Results for Tails of Probability Distributions According to Their Asymptotic Decay. Statistics and Probability Letters, 109, pp. 178-183.

Keywords : #Asymptotic-behavior, #Maximum-domains-of-attraction, #Fréchet, #Gumbel, #Pickands–Balkema–de-Haan-Theorem, #Regularly-varying-function