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

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.

Año de publicación:

2016

Keywords:

• Gumbel
• Maximum domains of attraction
• Pickands-Balkema-de Haan Theorem
• Regularly varying function
• Asymptotic behavior
• Fréchet

Fuente:

scopus