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

Meitner Cadena and Marie Kratz

Statistics & Probability Letters, 2016, vol. 109, issue C, 178-183

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.

Keywords: Asymptotic behavior; Maximum domains of attraction; Fréchet; Gumbel; Pickands–Balkema–de Haan Theorem; Regularly varying function (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2015.10.018

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